+226.8%
SOXX vs BP
+38.9%
+187.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | +5.2% | -3.8% | +0.3% |
| 30D | -3.6% | +8.7% | -12.3% | -5.3% |
| 3M | -10.2% | +9.3% | -19.5% | -11.9% |
| 6M | +54.2% | +13.6% | +40.7% | +47.3% |
| YTD | +75.2% | +37.7% | +37.5% | +55.2% |
| 1Y | +107.5% | +40.6% | +66.9% | +81.6% |
| 3Y | +226.8% | +40.3% | +186.4% | +173.3% |
| All | +226.8% | +38.9% | +187.9% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling