+247.9%
SOXX vs DOW
-37.7%
+285.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +2.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -3.6% | -3.9% | +0.4% | -2.4% |
| 3M | -10.2% | -12.7% | +2.5% | -6.4% |
| 6M | +54.2% | -13.7% | +67.9% | +56.7% |
| YTD | +75.2% | +28.4% | +46.8% | +44.2% |
| 1Y | +107.5% | +21.8% | +85.8% | +73.5% |
| 3Y | +226.8% | -35.7% | +262.5% | +280.9% |
| All | +247.9% | -37.7% | +285.6% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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