+2,557.3%
SOXX vs D
+508.0%
+2,049.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | +5.6% | +0.8% | +4.8% | +5.3% |
| 30D | -2.7% | -0.7% | -2.0% | -2.4% |
| 3M | -7.5% | +2.1% | -9.6% | -8.6% |
| 6M | +63.5% | +6.8% | +56.7% | +57.4% |
| YTD | +75.7% | +16.5% | +59.1% | +62.6% |
| 1Y | +113.3% | +19.2% | +94.2% | +94.6% |
| 3Y | +227.4% | +61.9% | +165.5% | +148.9% |
| 5Y | +256.2% | +6.5% | +249.6% | +224.7% |
| 10Y | +1,512.5% | +35.3% | +1,477.2% | +1,103.4% |
| All | +2,557.3% | +508.0% | +2,049.3% | +613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling