+54.2%
SOXX vs BP
+16.3%
+38.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | +5.2% | -3.8% | +3.0% |
| 30D | -3.6% | +8.7% | -12.3% | -0.8% |
| 3M | -10.2% | +9.3% | -19.5% | -6.4% |
| 6M | +54.2% | +13.6% | +40.7% | +69.2% |
| All | +54.2% | +16.3% | +38.0% | +69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling