+54.7%
SOXX vs F
+25.3%
+29.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.0% |
| 7D | +2.2% | +5.3% | -3.1% | +0.5% |
| 30D | -2.0% | +4.6% | -6.6% | -3.7% |
| 3M | -13.7% | -3.7% | -10.0% | -13.2% |
| All | +54.7% | +25.3% | +29.4% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling