+247.9%
SOXX vs BN
+33.2%
+214.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.5% |
| 7D | +1.4% | -5.2% | +6.6% | +5.2% |
| 30D | -3.6% | -14.5% | +10.9% | +7.4% |
| 3M | -10.2% | -15.0% | +4.8% | +0.3% |
| 6M | +54.2% | -5.4% | +59.6% | +58.8% |
| YTD | +75.2% | -16.4% | +91.6% | +95.6% |
| 1Y | +107.5% | -16.2% | +123.7% | +130.7% |
| 3Y | +226.8% | +67.5% | +159.2% | +114.2% |
| All | +247.9% | +33.2% | +214.7% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling