+1,537.1%
SOXX vs F
+92.2%
+1,444.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.6% |
| 7D | +1.4% | -4.4% | +5.8% | +3.0% |
| 30D | -3.6% | +1.0% | -4.6% | -4.3% |
| 3M | -10.2% | -4.0% | -6.2% | -9.3% |
| 6M | +54.2% | +18.1% | +36.2% | +42.2% |
| YTD | +75.2% | +10.2% | +65.0% | +65.7% |
| 1Y | +107.5% | +24.3% | +83.2% | +85.7% |
| 3Y | +226.8% | +38.1% | +188.7% | +169.2% |
| 5Y | +251.2% | +50.2% | +201.0% | +173.1% |
| All | +1,537.1% | +92.2% | +1,444.9% | +922.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling