+107.5%
SOXX vs CI
-5.7%
+113.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.6% | +1.8% | -5.3% | -3.3% |
| 3M | -10.2% | -4.2% | -5.9% | -10.1% |
| 6M | +54.2% | +8.8% | +45.4% | +53.9% |
| YTD | +75.2% | +3.7% | +71.5% | +75.5% |
| 1Y | +107.5% | -6.1% | +113.6% | +109.4% |
| All | +107.5% | -5.7% | +113.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling