+107.5%
SOXX vs C
+45.6%
+61.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | -3.6% | +0.9% | -4.5% | -4.2% |
| 3M | -10.2% | +1.1% | -11.2% | -11.1% |
| 6M | +54.2% | +28.4% | +25.9% | +34.5% |
| YTD | +75.2% | +20.8% | +54.4% | +55.4% |
| 1Y | +107.5% | +43.4% | +64.1% | +64.3% |
| All | +107.5% | +45.6% | +61.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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