+2,557.3%
SOXX vs CB
+1,449.9%
+1,107.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.2% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | -2.7% | -3.9% | +1.2% | -1.3% |
| 3M | -7.5% | +4.9% | -12.4% | -10.6% |
| 6M | +63.5% | +3.3% | +60.3% | +58.0% |
| YTD | +75.7% | +8.5% | +67.1% | +65.4% |
| 1Y | +113.3% | +22.1% | +91.3% | +89.8% |
| 3Y | +227.4% | +70.1% | +157.3% | +145.3% |
| 5Y | +256.2% | +97.4% | +158.8% | +146.6% |
| 10Y | +1,512.5% | +216.8% | +1,295.6% | +762.2% |
| All | +2,557.3% | +1,449.9% | +1,107.3% | +463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling