+54.2%
SOXX vs BR
-8.5%
+62.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.7% |
| 7D | +1.4% | -3.0% | +4.4% | -0.3% |
| 30D | -3.6% | -0.3% | -3.3% | -3.4% |
| 3M | -10.2% | +17.3% | -27.5% | +2.2% |
| 6M | +54.2% | -6.7% | +60.9% | +72.0% |
| All | +54.2% | -8.5% | +62.7% | +72.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling