+360.5%
SOXX vs CB
+34.9%
+325.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -1.8% |
| 7D | +158.9% | +5.3% | +153.6% | +170.1% |
| 30D | +129.2% | +13.2% | +116.0% | +162.5% |
| 3M | +149.7% | +7.8% | +141.9% | +170.3% |
| 6M | +193.4% | +15.8% | +177.6% | +256.0% |
| YTD | +351.0% | +21.0% | +330.1% | +478.1% |
| 1Y | +360.5% | +32.2% | +328.3% | +562.5% |
| All | +360.5% | +34.9% | +325.7% | +562.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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