+220.8%
SOXX vs BAC
+135.8%
+85.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | -3.1% | -1.8% | -1.4% | -2.4% |
| 3M | -4.4% | +15.3% | -19.7% | -11.7% |
| 6M | +52.9% | +30.2% | +22.7% | +31.6% |
| YTD | +72.0% | +15.6% | +56.4% | +57.6% |
| 1Y | +105.1% | +27.5% | +77.7% | +77.3% |
| All | +220.8% | +135.8% | +85.0% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling