+241.5%
SOXX vs CB
+99.1%
+142.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +3.0% | -2.8% | +5.8% | +3.2% |
| 30D | -3.1% | -2.4% | -0.7% | -3.0% |
| 3M | -4.4% | +2.8% | -7.2% | -5.3% |
| 6M | +52.9% | +4.8% | +48.1% | +50.6% |
| YTD | +72.0% | +9.2% | +62.8% | +67.4% |
| 1Y | +105.1% | +22.8% | +82.3% | +92.4% |
| 3Y | +220.6% | +71.1% | +149.5% | +155.5% |
| All | +241.5% | +99.1% | +142.4% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling