+113.9%
SOXX vs BKR
+42.5%
+71.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +2.2% | +1.7% | +0.5% | +1.4% |
| 30D | -2.0% | +3.3% | -5.4% | -3.6% |
| 3M | -13.7% | -3.6% | -10.1% | -12.3% |
| 6M | +52.4% | +5.0% | +47.3% | +49.7% |
| YTD | +72.8% | +40.9% | +31.9% | +53.1% |
| 1Y | +113.9% | +39.2% | +74.7% | +91.9% |
| All | +113.9% | +42.5% | +71.4% | +91.9% |
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