+244.8%
SOXX vs F
+47.4%
+197.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.1% |
| 7D | +3.0% | -3.7% | +6.7% | +4.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | -4.4% | -1.9% | -2.5% | -4.3% |
| 6M | +52.9% | +16.1% | +36.8% | +40.8% |
| YTD | +72.0% | +9.5% | +62.5% | +62.1% |
| 1Y | +105.1% | +27.2% | +77.9% | +79.5% |
| 3Y | +220.6% | +36.3% | +184.3% | +158.3% |
| 5Y | +244.8% | +49.3% | +195.5% | +176.6% |
| All | +244.8% | +47.4% | +197.4% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling