+113.9%
SOXX vs BUD
+36.8%
+77.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | -2.0% | -5.7% | +3.6% | -2.0% |
| 3M | -13.7% | +3.1% | -16.8% | -14.3% |
| 6M | +52.4% | +7.9% | +44.5% | +46.8% |
| YTD | +72.8% | +27.3% | +45.5% | +75.2% |
| 1Y | +113.9% | +37.8% | +76.1% | +127.2% |
| All | +113.9% | +36.8% | +77.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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