+107.5%
SOXX vs CB
+23.0%
+84.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.1% |
| 7D | +1.4% | -0.7% | +2.1% | +0.7% |
| 30D | -3.6% | -1.2% | -2.4% | -4.6% |
| 3M | -10.2% | +3.8% | -13.9% | -5.1% |
| 6M | +54.2% | +5.8% | +48.5% | +67.2% |
| YTD | +75.2% | +9.4% | +65.8% | +96.1% |
| 1Y | +107.5% | +20.7% | +86.8% | +145.5% |
| All | +107.5% | +23.0% | +84.5% | +145.5% |
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