+1,259.7%
SOXX vs CSGP
+61.2%
+1,198.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +17.5% | -6.1% | +23.6% | +19.9% |
| 30D | -14.5% | +0.3% | -14.8% | -16.3% |
| 3M | -14.9% | -1.3% | -13.6% | -17.2% |
| 6M | -9.8% | -8.9% | -0.9% | -12.0% |
| YTD | +54.7% | -55.2% | +109.9% | +103.4% |
| 1Y | +55.7% | -56.4% | +112.0% | +106.7% |
| 3Y | +186.8% | -62.2% | +249.0% | +293.5% |
| 5Y | +176.7% | -63.7% | +240.4% | +275.6% |
| All | +1,259.7% | +61.2% | +1,198.5% | +746.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling