+58.3%
SOXX vs BAC
+32.1%
+26.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +6.1% | +0.6% | +5.5% | +5.9% |
| 30D | +0.5% | -1.4% | +1.9% | +1.1% |
| 3M | -5.3% | +15.7% | -21.1% | -10.0% |
| 6M | +58.3% | +32.2% | +26.1% | +29.5% |
| All | +58.3% | +32.1% | +26.3% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling