+179.0%
SOXX vs COMP
+423.6%
-244.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.8% |
| 3M | -18.6% | -23.5% | +4.9% | -15.8% |
| 6M | -15.1% | +25.7% | -40.9% | -18.9% |
| YTD | +49.0% | -3.4% | +52.4% | +45.4% |
| 1Y | +55.3% | +7.6% | +47.7% | +49.3% |
| 3Y | +179.0% | +423.6% | -244.6% | +118.7% |
| All | +179.0% | +423.6% | -244.6% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling