+247.9%
SOXX vs BR
+8.0%
+239.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -3.6% | -0.3% | -3.3% | -3.8% |
| 3M | -10.2% | +17.3% | -27.5% | -17.0% |
| 6M | +54.2% | -6.7% | +60.9% | +58.8% |
| YTD | +75.2% | -23.4% | +98.7% | +100.9% |
| 1Y | +107.5% | -32.7% | +140.2% | +158.1% |
| 3Y | +226.8% | -5.9% | +232.7% | +214.0% |
| All | +247.9% | +8.0% | +239.9% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling