+5,006.0%
SOXX vs BUD
+192.2%
+4,813.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.6% |
| 7D | +6.1% | -1.3% | +7.4% | +6.7% |
| 30D | +0.5% | -6.1% | +6.6% | +3.0% |
| 3M | -5.3% | -3.8% | -1.6% | -4.5% |
| 6M | +58.3% | +8.2% | +50.2% | +51.3% |
| YTD | +76.8% | +23.6% | +53.3% | +58.8% |
| 1Y | +114.6% | +33.4% | +81.2% | +85.4% |
| 3Y | +229.6% | +45.3% | +184.3% | +165.7% |
| 5Y | +257.3% | +44.3% | +213.1% | +184.7% |
| 10Y | +1,583.2% | -22.8% | +1,606.0% | +1,572.2% |
| All | +5,006.0% | +192.2% | +4,813.8% | +2,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling