+2,502.1%
SOXX vs BAX
+47.3%
+2,454.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.4% |
| 7D | +3.0% | -5.4% | +8.5% | +5.1% |
| 30D | -3.1% | -12.4% | +9.2% | +1.3% |
| 3M | -4.4% | +19.1% | -23.5% | -11.6% |
| 6M | +52.9% | +38.6% | +14.3% | +32.8% |
| YTD | +72.0% | +26.7% | +45.3% | +52.7% |
| 1Y | +105.1% | +1.0% | +104.1% | +96.3% |
| 3Y | +220.6% | -33.9% | +254.5% | +247.5% |
| 5Y | +244.8% | -67.0% | +311.8% | +383.4% |
| 10Y | +1,537.1% | -37.5% | +1,574.6% | +1,665.1% |
| All | +2,502.1% | +47.3% | +2,454.8% | +1,973.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling