+226.8%
SOXX vs BAX
-35.4%
+262.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +1.4% | -7.9% | +9.2% | +3.0% |
| 30D | -3.6% | -11.7% | +8.1% | -1.2% |
| 3M | -10.2% | +16.2% | -26.4% | -13.8% |
| 6M | +54.2% | +32.0% | +22.3% | +42.7% |
| YTD | +75.2% | +24.7% | +50.5% | +63.0% |
| 1Y | +107.5% | -2.6% | +110.1% | +105.1% |
| 3Y | +226.8% | -35.0% | +261.7% | +248.6% |
| All | +226.8% | -35.4% | +262.1% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling