+2,502.1%
SOXX vs BN
+5,682.2%
-3,180.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | +3.0% | -5.9% | +8.9% | +6.5% |
| 30D | -3.1% | -15.1% | +11.9% | +6.0% |
| 3M | -4.4% | -14.6% | +10.2% | +4.1% |
| 6M | +52.9% | -8.4% | +61.3% | +59.7% |
| YTD | +72.0% | -16.8% | +88.8% | +88.7% |
| 1Y | +105.1% | -14.4% | +119.5% | +121.2% |
| 3Y | +220.6% | +70.1% | +150.5% | +134.4% |
| 5Y | +244.8% | +33.5% | +211.3% | +186.8% |
| 10Y | +1,537.1% | +260.2% | +1,276.9% | +684.3% |
| All | +2,502.1% | +5,682.2% | -3,180.1% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling