+275.7%
SOXX vs COMP
-49.4%
+325.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +2.2% |
| 7D | +5.6% | +4.1% | +1.5% | +4.9% |
| 30D | -2.7% | -14.5% | +11.8% | -0.4% |
| 3M | -7.5% | +41.8% | -49.3% | -13.2% |
| 6M | +63.5% | +23.6% | +39.9% | +55.2% |
| YTD | +75.7% | +1.7% | +73.9% | +70.9% |
| 1Y | +113.3% | +12.6% | +100.8% | +102.8% |
| 3Y | +227.4% | +221.9% | +5.5% | +146.5% |
| 5Y | +256.2% | -28.1% | +284.3% | +204.0% |
| All | +275.7% | -49.4% | +325.1% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling