+3,192.0%
SOXX vs CG
+313.7%
+2,878.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -1.7% |
| 7D | +3.0% | -9.8% | +12.8% | +7.8% |
| 30D | -3.1% | -10.3% | +7.2% | +1.3% |
| 3M | -4.4% | -1.7% | -2.7% | -4.4% |
| 6M | +52.9% | -9.8% | +62.7% | +58.1% |
| YTD | +72.0% | -25.6% | +97.6% | +92.7% |
| 1Y | +105.1% | -32.5% | +137.6% | +139.2% |
| 3Y | +220.6% | +45.6% | +175.0% | +156.5% |
| 5Y | +244.8% | +3.7% | +241.1% | +211.1% |
| 10Y | +1,537.1% | +321.1% | +1,216.1% | +777.5% |
| All | +3,192.0% | +313.7% | +2,878.3% | +1,625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling