+52.5%
SOXX vs BP
+35.3%
+17.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -3.9% |
| 7D | -13.7% | -8.4% | -5.3% | -15.1% |
| 30D | -23.6% | +2.2% | -25.8% | -23.1% |
| 3M | -16.9% | +8.8% | -25.7% | -15.3% |
| 6M | -2.4% | -0.5% | -1.9% | -0.8% |
| YTD | +49.8% | +36.2% | +13.6% | +47.0% |
| 1Y | +52.5% | +36.6% | +16.0% | +47.9% |
| All | +52.5% | +35.3% | +17.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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