+2,502.1%
SOXX vs DIA
+758.1%
+1,744.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.9% |
| 7D | +3.0% | -3.0% | +6.0% | +7.1% |
| 30D | -3.1% | -3.0% | -0.1% | +0.6% |
| 3M | -4.4% | +4.5% | -8.9% | -9.6% |
| 6M | +52.9% | +9.8% | +43.1% | +36.4% |
| YTD | +72.0% | +9.3% | +62.7% | +54.6% |
| 1Y | +105.1% | +16.0% | +89.1% | +71.4% |
| 3Y | +220.6% | +57.7% | +162.9% | +85.4% |
| 5Y | +244.8% | +63.8% | +181.0% | +96.7% |
| 10Y | +1,537.1% | +248.8% | +1,288.3% | +266.4% |
| All | +2,502.1% | +758.1% | +1,744.0% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling