+241.5%
SOXX vs CI
+50.4%
+191.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | +3.0% | -1.3% | +4.4% | +3.1% |
| 30D | -3.1% | +3.1% | -6.3% | -3.4% |
| 3M | -4.4% | -4.5% | +0.1% | -4.1% |
| 6M | +52.9% | +8.3% | +44.6% | +50.9% |
| YTD | +72.0% | +3.8% | +68.2% | +70.6% |
| 1Y | +105.1% | -5.0% | +110.1% | +104.9% |
| 3Y | +220.6% | +5.8% | +214.8% | +203.1% |
| All | +241.5% | +50.4% | +191.1% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling