+776.1%
SOXX vs DOW
-15.2%
+791.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | -3.1% | -4.1% | +0.9% | -1.8% |
| 3M | -4.4% | -12.4% | +8.0% | -0.4% |
| 6M | +52.9% | -10.6% | +63.5% | +53.9% |
| YTD | +72.0% | +31.1% | +40.9% | +43.0% |
| 1Y | +105.1% | +30.5% | +74.6% | +68.7% |
| 3Y | +220.6% | -34.4% | +255.0% | +256.8% |
| 5Y | +244.8% | -35.5% | +280.3% | +283.7% |
| All | +776.1% | -15.2% | +791.4% | +638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling