+1,537.1%
SOXX vs BR
+189.7%
+1,347.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.9% |
| 30D | -3.6% | -0.3% | -3.3% | -3.9% |
| 3M | -10.2% | +17.3% | -27.5% | -19.5% |
| 6M | +54.2% | -6.7% | +60.9% | +56.4% |
| YTD | +75.2% | -23.4% | +98.7% | +98.9% |
| 1Y | +107.5% | -32.7% | +140.2% | +155.5% |
| 3Y | +226.8% | -5.9% | +232.7% | +213.6% |
| 5Y | +251.2% | +8.4% | +242.8% | +198.6% |
| All | +1,537.1% | +189.7% | +1,347.4% | +646.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling