+3,028.4%
SOXX vs BR
+1,278.7%
+1,749.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -3.0% | +4.4% | +3.0% |
| 30D | -3.6% | -0.3% | -3.3% | -3.8% |
| 3M | -10.2% | +17.3% | -27.5% | -19.4% |
| 6M | +54.2% | -6.7% | +60.9% | +55.2% |
| YTD | +75.2% | -23.4% | +98.7% | +94.8% |
| 1Y | +107.5% | -32.7% | +140.2% | +147.7% |
| 3Y | +226.8% | -5.9% | +232.7% | +216.0% |
| 5Y | +251.2% | +8.4% | +242.8% | +209.4% |
| 10Y | +1,567.6% | +189.2% | +1,378.4% | +739.5% |
| All | +3,028.4% | +1,278.7% | +1,749.6% | +586.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling