+346.6%
SOXX vs BNS
+51.5%
+295.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -5.6% |
| 7D | +158.9% | +2.0% | +156.9% | +155.0% |
| 30D | +129.2% | +7.8% | +121.4% | +116.3% |
| 3M | +149.7% | +11.7% | +138.0% | +127.3% |
| 6M | +193.4% | +28.2% | +165.2% | +134.7% |
| YTD | +351.0% | +34.8% | +316.3% | +238.9% |
| All | +346.6% | +51.5% | +295.1% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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