+247.9%
SOXX vs BAH
+2.5%
+245.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | +4.3% | -2.9% | +1.0% |
| 30D | -3.6% | -2.5% | -1.1% | -3.4% |
| 3M | -10.2% | -0.9% | -9.2% | -9.8% |
| 6M | +54.2% | +1.5% | +52.8% | +53.6% |
| YTD | +75.2% | -8.0% | +83.2% | +76.1% |
| 1Y | +107.5% | -24.7% | +132.2% | +116.9% |
| 3Y | +226.8% | -28.4% | +255.2% | +228.8% |
| All | +247.9% | +2.5% | +245.4% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling