+3,542.7%
SOXX vs BAH
+878.1%
+2,664.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +6.1% | -1.3% | +7.4% | +6.4% |
| 30D | +0.5% | -6.6% | +7.1% | +2.1% |
| 3M | -5.3% | -7.2% | +1.8% | -4.4% |
| 6M | +58.3% | -10.0% | +68.3% | +60.0% |
| YTD | +76.8% | -12.5% | +89.3% | +78.1% |
| 1Y | +114.6% | -27.9% | +142.5% | +128.0% |
| 3Y | +229.6% | -31.4% | +261.0% | +240.6% |
| 5Y | +257.3% | -3.2% | +260.6% | +220.4% |
| 10Y | +1,583.2% | +191.5% | +1,391.8% | +948.6% |
| All | +3,542.7% | +878.1% | +2,664.6% | +1,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling