+1,537.1%
SOXX vs CF
+595.8%
+941.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -3.6% | +11.5% | -15.0% | -5.9% |
| 3M | -10.2% | +25.5% | -35.7% | -15.0% |
| 6M | +54.2% | +11.8% | +42.4% | +46.7% |
| YTD | +75.2% | +74.6% | +0.6% | +47.6% |
| 1Y | +107.5% | +57.7% | +49.8% | +78.8% |
| 3Y | +226.8% | +74.2% | +152.6% | +167.6% |
| 5Y | +251.2% | +223.8% | +27.4% | +124.5% |
| All | +1,537.1% | +595.8% | +941.3% | +776.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling