+113.9%
SOXX vs BNS
+52.2%
+61.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.4% |
| 7D | +2.2% | +1.5% | +0.7% | +0.9% |
| 30D | -2.0% | +6.0% | -8.0% | -6.6% |
| 3M | -13.7% | +16.3% | -30.1% | -24.5% |
| 6M | +52.4% | +28.8% | +23.6% | +20.4% |
| YTD | +72.8% | +30.0% | +42.8% | +36.1% |
| 1Y | +113.9% | +50.7% | +63.2% | +59.0% |
| All | +113.9% | +52.2% | +61.7% | +59.0% |
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