+1,537.1%
SOXX vs D
+36.8%
+1,500.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | -3.6% | -4.5% | +0.9% | -2.7% |
| 3M | -10.2% | -2.5% | -7.6% | -9.8% |
| 6M | +54.2% | +5.5% | +48.7% | +51.7% |
| YTD | +75.2% | +13.3% | +61.9% | +69.4% |
| 1Y | +107.5% | +11.8% | +95.7% | +100.7% |
| 3Y | +226.8% | +56.7% | +170.0% | +182.7% |
| 5Y | +251.2% | +4.3% | +247.0% | +243.1% |
| All | +1,537.1% | +36.8% | +1,500.3% | +1,409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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