+226.8%
SOXX vs DIA
+58.6%
+168.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.3% |
| 7D | +1.4% | -1.6% | +2.9% | +4.0% |
| 30D | -3.6% | -2.0% | -1.5% | -0.5% |
| 3M | -10.2% | +3.6% | -13.8% | -15.4% |
| 6M | +54.2% | +11.5% | +42.7% | +29.5% |
| YTD | +75.2% | +10.4% | +64.9% | +49.7% |
| 1Y | +107.5% | +15.6% | +91.9% | +64.9% |
| 3Y | +226.8% | +58.9% | +167.9% | +65.9% |
| All | +226.8% | +58.6% | +168.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling