+218.7%
SOXX vs COMP
-52.0%
+270.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | +9.4% | 0.0% | +9.4% | +9.3% |
| 30D | -13.8% | +16.6% | -30.3% | -16.1% |
| 3M | -18.6% | -23.5% | +4.9% | -15.5% |
| 6M | -15.1% | +25.7% | -40.9% | -19.3% |
| YTD | +49.0% | -3.4% | +52.4% | +45.6% |
| 1Y | +55.3% | +7.6% | +47.7% | +49.0% |
| 3Y | +179.0% | +423.6% | -244.6% | +93.4% |
| 5Y | +166.5% | -10.6% | +177.1% | +123.0% |
| All | +218.7% | -52.0% | +270.6% | +173.1% |
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