+247.9%
SOXX vs FDS
-29.0%
+276.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +1.4% | -14.0% | +15.4% | +3.2% |
| 30D | -3.6% | -6.2% | +2.6% | -3.1% |
| 3M | -10.2% | +10.2% | -20.3% | -12.8% |
| 6M | +54.2% | +27.4% | +26.8% | +39.8% |
| YTD | +75.2% | -9.3% | +84.5% | +80.3% |
| 1Y | +107.5% | -28.6% | +136.2% | +139.0% |
| 3Y | +226.8% | -36.8% | +263.6% | +292.1% |
| All | +247.9% | -29.0% | +276.9% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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