+2,502.1%
SOXX vs BAC
+291.0%
+2,211.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.1% | -1.8% | -1.4% | -2.6% |
| 3M | -4.4% | +15.3% | -19.7% | -9.1% |
| 6M | +52.9% | +30.2% | +22.7% | +39.6% |
| YTD | +72.0% | +15.6% | +56.4% | +63.1% |
| 1Y | +105.1% | +27.5% | +77.7% | +88.1% |
| 3Y | +220.6% | +137.0% | +83.6% | +138.5% |
| 5Y | +244.8% | +75.6% | +169.2% | +182.1% |
| 10Y | +1,537.1% | +396.9% | +1,140.3% | +850.8% |
| All | +2,502.1% | +291.0% | +2,211.1% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling