+30.0%
SOXX vs BKR
+1.2%
+28.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -7.4% | -4.8% | -8.7% |
| 7D | -23.0% | -15.2% | -7.7% | -17.0% |
| 30D | -32.9% | -19.1% | -13.7% | -26.5% |
| 3M | -25.4% | -24.8% | -0.6% | -15.9% |
| 6M | -17.9% | -31.6% | +13.7% | -3.8% |
| YTD | +31.6% | +2.5% | +29.1% | +37.7% |
| 1Y | +30.0% | -0.7% | +30.7% | +34.6% |
| All | +30.0% | +1.2% | +28.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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