+226.8%
SOXX vs F
+36.5%
+190.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.6% |
| 7D | +1.4% | -4.4% | +5.8% | +2.8% |
| 30D | -3.6% | +1.0% | -4.6% | -4.2% |
| 3M | -10.2% | -4.0% | -6.2% | -9.4% |
| 6M | +54.2% | +18.1% | +36.2% | +43.4% |
| YTD | +75.2% | +10.2% | +65.0% | +66.5% |
| 1Y | +107.5% | +24.3% | +83.2% | +88.2% |
| 3Y | +226.8% | +38.1% | +188.7% | +171.4% |
| All | +226.8% | +36.5% | +190.3% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling