+226.8%
SOXX vs CHD
+0.7%
+226.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.9% |
| 7D | +1.4% | -4.5% | +5.9% | -0.1% |
| 30D | -3.6% | -6.7% | +3.1% | -5.6% |
| 3M | -10.2% | -2.7% | -7.4% | -10.4% |
| 6M | +54.2% | -4.9% | +59.2% | +53.3% |
| YTD | +75.2% | +13.3% | +61.9% | +81.4% |
| 1Y | +107.5% | +1.0% | +106.5% | +110.5% |
| 3Y | +226.8% | +1.3% | +225.4% | +233.1% |
| All | +226.8% | +0.7% | +226.1% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling