+1,537.1%
SOXX vs BNY
+416.3%
+1,120.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -10.2% | +14.9% | -25.1% | -17.5% |
| 6M | +54.2% | +40.0% | +14.3% | +26.3% |
| YTD | +75.2% | +42.0% | +33.2% | +41.8% |
| 1Y | +107.5% | +56.9% | +50.7% | +58.5% |
| 3Y | +226.8% | +289.9% | -63.1% | +48.8% |
| 5Y | +251.2% | +259.2% | -8.0% | +64.6% |
| All | +1,537.1% | +416.3% | +1,120.8% | +514.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling