+241.5%
SOXX vs BUD
+43.7%
+197.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +3.0% | -3.2% | +6.2% | +4.1% |
| 30D | -3.1% | -3.7% | +0.5% | -2.1% |
| 3M | -4.4% | -4.4% | 0.0% | -3.6% |
| 6M | +52.9% | +7.7% | +45.2% | +47.2% |
| YTD | +72.0% | +23.1% | +49.0% | +57.3% |
| 1Y | +105.1% | +33.6% | +71.5% | +81.1% |
| 3Y | +220.6% | +44.7% | +175.9% | +163.0% |
| All | +241.5% | +43.7% | +197.8% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling