+113.9%
SOXX vs CB
+22.7%
+91.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +1.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.8% |
| 30D | -2.0% | -3.1% | +1.1% | -5.1% |
| 3M | -13.7% | +9.0% | -22.7% | -4.8% |
| 6M | +52.4% | +2.9% | +49.5% | +62.7% |
| YTD | +72.8% | +10.1% | +62.7% | +94.3% |
| 1Y | +113.9% | +22.8% | +91.1% | +152.8% |
| All | +113.9% | +22.7% | +91.2% | +152.8% |
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