+2,575.4%
SOXX vs CP
+3,239.2%
-663.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.3% |
| 7D | +6.1% | +0.6% | +5.5% | +5.7% |
| 30D | +0.5% | -0.5% | +1.0% | +0.7% |
| 3M | -5.3% | +0.1% | -5.4% | -6.0% |
| 6M | +58.3% | +7.8% | +50.5% | +50.9% |
| YTD | +76.8% | +22.9% | +54.0% | +56.3% |
| 1Y | +114.6% | +21.3% | +93.3% | +90.6% |
| 3Y | +229.6% | +20.4% | +209.3% | +192.0% |
| 5Y | +257.3% | +34.9% | +222.4% | +195.8% |
| 10Y | +1,583.2% | +233.3% | +1,349.9% | +756.3% |
| All | +2,575.4% | +3,239.2% | -663.8% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling