+267.9%
SOXX vs COMP
-52.3%
+320.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -1.9% |
| 7D | +3.0% | -8.4% | +11.4% | +4.5% |
| 30D | -3.1% | -20.2% | +17.0% | +0.3% |
| 3M | -4.4% | +28.1% | -32.5% | -8.7% |
| 6M | +52.9% | +14.9% | +38.0% | +46.9% |
| YTD | +72.0% | -4.2% | +76.2% | +69.0% |
| 1Y | +105.1% | +10.2% | +94.9% | +95.7% |
| 3Y | +220.6% | +203.3% | +17.3% | +143.8% |
| 5Y | +244.8% | -29.2% | +274.0% | +196.1% |
| All | +267.9% | -52.3% | +320.2% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling