+2,557.3%
SOXX vs F
+33.2%
+2,524.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.9% | +3.2% |
| 7D | +5.6% | +1.2% | +4.5% | +5.1% |
| 30D | -2.7% | +1.2% | -4.0% | -3.4% |
| 3M | -7.5% | -5.7% | -1.8% | -5.9% |
| 6M | +63.5% | +17.9% | +45.6% | +52.2% |
| YTD | +75.7% | +10.4% | +65.2% | +67.2% |
| 1Y | +113.3% | +25.3% | +88.0% | +92.7% |
| 3Y | +227.4% | +37.5% | +189.9% | +176.9% |
| 5Y | +256.2% | +46.5% | +209.6% | +187.6% |
| 10Y | +1,512.5% | +86.4% | +1,426.1% | +1,007.3% |
| All | +2,557.3% | +33.2% | +2,524.1% | +1,481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling