+2,550.6%
SOXX vs BKR
+321.5%
+2,229.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +1.4% | -7.0% | +8.4% | +4.0% |
| 30D | -3.6% | -8.1% | +4.5% | -0.7% |
| 3M | -10.2% | -6.6% | -3.5% | -8.3% |
| 6M | +54.2% | +0.9% | +53.4% | +53.2% |
| YTD | +75.2% | +31.1% | +44.1% | +58.3% |
| 1Y | +107.5% | +27.7% | +79.8% | +88.7% |
| 3Y | +226.8% | +71.2% | +155.5% | +164.5% |
| 5Y | +251.2% | +177.6% | +73.6% | +130.2% |
| 10Y | +1,567.6% | +122.7% | +1,445.0% | +936.6% |
| All | +2,550.6% | +321.5% | +2,229.1% | +794.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling