+2,153.9%
SOXX vs CSGP
+1,211.3%
+942.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.5% | -4.7% |
| 7D | +9.4% | +1.3% | +8.0% | +8.8% |
| 30D | -13.8% | +2.8% | -16.6% | -16.5% |
| 3M | -18.6% | -6.3% | -12.3% | -19.3% |
| 6M | -15.1% | -3.2% | -12.0% | -19.4% |
| YTD | +49.0% | -54.0% | +102.9% | +86.1% |
| 1Y | +55.3% | -54.8% | +110.1% | +94.9% |
| 3Y | +179.0% | -60.6% | +239.5% | +261.0% |
| 5Y | +166.5% | -62.6% | +229.2% | +245.6% |
| 10Y | +1,203.0% | +66.3% | +1,136.6% | +810.2% |
| All | +2,153.9% | +1,211.3% | +942.6% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling