+30.0%
SOXX vs BNY
+38.8%
-8.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -3.4% | -8.7% | -9.8% |
| 7D | -23.0% | -1.3% | -21.7% | -22.0% |
| 30D | -32.9% | +3.1% | -35.9% | -33.7% |
| 3M | -25.4% | -6.7% | -18.7% | -21.8% |
| 6M | -17.9% | +12.4% | -30.3% | -23.8% |
| YTD | +31.6% | +29.3% | +2.3% | +7.0% |
| 1Y | +30.0% | +38.1% | -8.1% | -2.3% |
| All | +30.0% | +38.8% | -8.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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