+241.5%
SOXX vs CP
+34.3%
+207.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -1.9% |
| 7D | +3.0% | -2.7% | +5.7% | +4.7% |
| 30D | -3.1% | -3.4% | +0.2% | -1.2% |
| 3M | -4.4% | -0.6% | -3.8% | -4.9% |
| 6M | +52.9% | +6.3% | +46.6% | +45.5% |
| YTD | +72.0% | +21.2% | +50.8% | +49.7% |
| 1Y | +105.1% | +20.0% | +85.1% | +79.2% |
| 3Y | +220.6% | +18.7% | +201.9% | +177.0% |
| All | +241.5% | +34.3% | +207.3% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling