+1,537.1%
SOXX vs BAX
-38.1%
+1,575.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.4% |
| 7D | +1.4% | -7.9% | +9.2% | +4.1% |
| 30D | -3.6% | -11.7% | +8.1% | +0.3% |
| 3M | -10.2% | +16.2% | -26.4% | -15.9% |
| 6M | +54.2% | +32.0% | +22.3% | +36.9% |
| YTD | +75.2% | +24.7% | +50.5% | +56.8% |
| 1Y | +107.5% | -2.6% | +110.1% | +102.3% |
| 3Y | +226.8% | -35.0% | +261.7% | +259.3% |
| 5Y | +251.2% | -67.6% | +318.8% | +429.5% |
| All | +1,537.1% | -38.1% | +1,575.2% | +1,742.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling