+226.8%
SOXX vs COST
+70.3%
+156.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | -3.6% | -4.7% | +1.1% | -2.5% |
| 3M | -10.2% | -7.1% | -3.0% | -8.7% |
| 6M | +54.2% | -8.5% | +62.8% | +56.0% |
| YTD | +75.2% | +5.4% | +69.8% | +63.7% |
| 1Y | +107.5% | -5.6% | +113.1% | +105.8% |
| 3Y | +226.8% | +68.5% | +158.3% | +121.4% |
| All | +226.8% | +70.3% | +156.5% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling