+2,557.3%
SOXX vs DIS
+403.6%
+2,153.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | +5.6% | -1.1% | +6.7% | +6.2% |
| 30D | -2.7% | +0.1% | -2.9% | -3.2% |
| 3M | -7.5% | +7.1% | -14.6% | -12.5% |
| 6M | +63.5% | +4.3% | +59.3% | +56.4% |
| YTD | +75.7% | -6.9% | +82.6% | +78.6% |
| 1Y | +113.3% | -10.3% | +123.6% | +120.7% |
| 3Y | +227.4% | +32.8% | +194.6% | +158.2% |
| 5Y | +256.2% | -41.5% | +297.6% | +356.2% |
| 10Y | +1,512.5% | +21.2% | +1,491.3% | +1,097.2% |
| All | +2,557.3% | +403.6% | +2,153.7% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling