+52.5%
SOXX vs COST
+12.8%
+39.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -1.2% |
| 7D | -13.7% | +6.6% | -20.3% | -9.4% |
| 30D | -23.6% | +13.5% | -37.1% | -16.4% |
| 3M | -16.9% | +10.6% | -27.4% | -10.3% |
| 6M | -2.4% | +3.6% | -6.1% | +3.9% |
| YTD | +49.8% | +22.1% | +27.8% | +57.7% |
| 1Y | +52.5% | +11.9% | +40.6% | +63.0% |
| All | +52.5% | +12.8% | +39.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling