+2,575.4%
SOXX vs CI
+901.9%
+1,673.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +6.1% | -1.1% | +7.2% | +6.4% |
| 30D | +0.5% | +0.5% | 0.0% | +0.2% |
| 3M | -5.3% | -5.2% | -0.1% | -4.5% |
| 6M | +58.3% | +4.3% | +54.0% | +54.6% |
| YTD | +76.8% | +2.8% | +74.1% | +73.3% |
| 1Y | +114.6% | -5.8% | +120.4% | +113.2% |
| 3Y | +229.6% | +4.7% | +224.9% | +206.8% |
| 5Y | +257.3% | +42.7% | +214.6% | +197.9% |
| 10Y | +1,583.2% | +141.0% | +1,442.3% | +1,059.2% |
| All | +2,575.4% | +901.9% | +1,673.5% | +966.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling