+30.8%
SOXX vs BR
-10.4%
+41.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +2.4% | -73.2% | -70.4% |
| 7D | -23.0% | +8.9% | -31.9% | -22.3% |
| 30D | -32.9% | +22.2% | -55.1% | -27.7% |
| 3M | -25.3% | +19.4% | -44.7% | -20.1% |
| 6M | -17.8% | +29.1% | -46.9% | -5.6% |
| YTD | +32.1% | -11.5% | +43.6% | +39.7% |
| 1Y | +30.8% | -9.3% | +40.0% | +38.8% |
| All | +30.8% | -10.4% | +41.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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