+113.9%
SOXX vs COST
-3.4%
+117.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +2.9% |
| 7D | +2.2% | -3.1% | +5.4% | +0.4% |
| 30D | -2.0% | -2.8% | +0.7% | -3.4% |
| 3M | -13.7% | -5.7% | -8.0% | -15.1% |
| 6M | +52.4% | -8.8% | +61.1% | +48.2% |
| YTD | +72.8% | +6.7% | +66.2% | +70.1% |
| 1Y | +113.9% | -3.6% | +117.5% | +108.5% |
| All | +113.9% | -3.4% | +117.3% | +108.5% |
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