+52.5%
SOXX vs BAX
+46.0%
+6.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -3.4% |
| 7D | -13.7% | +4.1% | -17.8% | -13.9% |
| 30D | -23.6% | +9.4% | -33.0% | -24.0% |
| 3M | -16.9% | -6.5% | -10.4% | -16.3% |
| 6M | -2.4% | +59.6% | -62.0% | -9.0% |
| YTD | +49.8% | +38.9% | +11.0% | +44.1% |
| 1Y | +52.5% | +48.0% | +4.5% | +47.0% |
| All | +52.5% | +46.0% | +6.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling