+2,550.6%
SOXX vs BNY
+476.9%
+2,073.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -10.2% | +14.9% | -25.1% | -16.3% |
| 6M | +54.2% | +40.0% | +14.3% | +30.6% |
| YTD | +75.2% | +42.0% | +33.2% | +47.0% |
| 1Y | +107.5% | +56.9% | +50.7% | +65.9% |
| 3Y | +226.8% | +289.9% | -63.1% | +68.3% |
| 5Y | +251.2% | +259.2% | -8.0% | +86.9% |
| 10Y | +1,567.6% | +413.3% | +1,154.4% | +615.9% |
| All | +2,550.6% | +476.9% | +2,073.7% | +598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling