+247.9%
SOXX vs DIS
-40.6%
+288.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | -3.6% | +3.2% | -6.8% | -5.5% |
| 3M | -10.2% | +7.0% | -17.2% | -14.4% |
| 6M | +54.2% | +6.4% | +47.8% | +46.8% |
| YTD | +75.2% | -5.6% | +80.8% | +77.2% |
| 1Y | +107.5% | -7.7% | +115.2% | +111.7% |
| 3Y | +226.8% | +33.2% | +193.6% | +155.3% |
| All | +247.9% | -40.6% | +288.5% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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