+52.5%
SOXX vs F
+2.7%
+49.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -4.0% |
| 7D | -13.7% | +6.0% | -19.7% | -15.4% |
| 30D | -23.6% | +4.3% | -27.9% | -24.7% |
| 3M | -16.9% | -10.1% | -6.8% | -14.3% |
| 6M | -2.4% | +12.8% | -15.2% | -10.7% |
| YTD | +49.8% | -0.1% | +49.9% | +40.8% |
| 1Y | +52.5% | +3.7% | +48.8% | +39.9% |
| All | +52.5% | +2.7% | +49.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling