+247.9%
SOXX vs CG
-2.7%
+250.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.8% |
| 7D | +1.4% | -9.9% | +11.2% | +7.0% |
| 30D | -3.6% | -11.7% | +8.1% | +2.4% |
| 3M | -10.2% | -4.3% | -5.9% | -9.0% |
| 6M | +54.2% | -8.8% | +63.0% | +59.1% |
| YTD | +75.2% | -26.9% | +102.1% | +102.0% |
| 1Y | +107.5% | -35.4% | +142.9% | +155.1% |
| 3Y | +226.8% | +43.0% | +183.7% | +141.6% |
| All | +247.9% | -2.7% | +250.6% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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