+257.3%
SOXX vs CF
+247.6%
+9.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +6.1% | -0.8% | +6.9% | +6.1% |
| 30D | +0.5% | +14.3% | -13.8% | -0.6% |
| 3M | -5.3% | +27.9% | -33.2% | -7.5% |
| 6M | +58.3% | +25.5% | +32.8% | +52.4% |
| YTD | +76.8% | +81.2% | -4.3% | +59.6% |
| 1Y | +114.6% | +66.5% | +48.1% | +96.1% |
| 3Y | +229.6% | +76.7% | +153.0% | +192.7% |
| 5Y | +257.3% | +237.8% | +19.5% | +179.3% |
| All | +257.3% | +247.6% | +9.7% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling