+52.5%
SOXX vs BN
-3.9%
+56.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -5.7% |
| 7D | -13.7% | +12.0% | -25.7% | -18.4% |
| 30D | -23.6% | +17.0% | -40.6% | -29.5% |
| 3M | -16.9% | -3.2% | -13.6% | -15.2% |
| 6M | -2.4% | -3.9% | +1.4% | -0.1% |
| YTD | +49.8% | -5.6% | +55.4% | +50.3% |
| 1Y | +52.5% | -4.7% | +57.3% | +51.9% |
| All | +52.5% | -3.9% | +56.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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