+244.8%
SOXX vs D
+3.9%
+240.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +3.0% | -1.6% | +4.7% | +3.1% |
| 30D | -3.1% | -3.5% | +0.4% | -3.0% |
| 3M | -4.4% | -1.6% | -2.8% | -4.4% |
| 6M | +52.9% | +5.8% | +47.1% | +52.2% |
| YTD | +72.0% | +14.5% | +57.5% | +70.4% |
| 1Y | +105.1% | +14.2% | +91.0% | +103.1% |
| 3Y | +220.6% | +59.0% | +161.6% | +202.0% |
| 5Y | +244.8% | +5.4% | +239.4% | +255.4% |
| All | +244.8% | +3.9% | +240.9% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling