+1,537.1%
SOXX vs DIA
+253.8%
+1,283.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.6% |
| 7D | +1.4% | -1.6% | +2.9% | +3.5% |
| 30D | -3.6% | -2.0% | -1.5% | -1.0% |
| 3M | -10.2% | +3.6% | -13.8% | -14.3% |
| 6M | +54.2% | +11.5% | +42.7% | +34.3% |
| YTD | +75.2% | +10.4% | +64.9% | +54.9% |
| 1Y | +107.5% | +15.6% | +91.9% | +73.2% |
| 3Y | +226.8% | +58.9% | +167.9% | +85.4% |
| 5Y | +251.2% | +65.3% | +185.9% | +95.7% |
| All | +1,537.1% | +253.8% | +1,283.3% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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