+52.5%
SOXX vs CF
+35.9%
+16.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -4.3% |
| 7D | -13.7% | -6.9% | -6.8% | -15.2% |
| 30D | -23.6% | -3.7% | -19.9% | -24.2% |
| 3M | -16.9% | -5.0% | -11.9% | -17.4% |
| 6M | -2.4% | -10.5% | +8.1% | -3.9% |
| YTD | +49.8% | +46.5% | +3.3% | +46.1% |
| 1Y | +52.5% | +34.8% | +17.7% | +52.4% |
| All | +52.5% | +35.9% | +16.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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