+2,994.8%
SOXX vs BND
+75.0%
+2,919.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -1.0% | +2.4% | +1.2% |
| 30D | -3.6% | -1.1% | -2.5% | -3.7% |
| 3M | -10.2% | -1.9% | -8.3% | -10.4% |
| 6M | +54.2% | -1.6% | +55.9% | +53.8% |
| YTD | +75.2% | -1.2% | +76.5% | +74.8% |
| 1Y | +107.5% | -0.7% | +108.2% | +107.3% |
| 3Y | +226.8% | +12.5% | +214.2% | +235.4% |
| 5Y | +251.2% | -2.5% | +253.8% | +227.6% |
| 10Y | +1,567.6% | +14.9% | +1,552.8% | +1,746.8% |
| All | +2,994.8% | +75.0% | +2,919.9% | +5,089.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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