+2,502.1%
SOXX vs FDS
+1,322.5%
+1,179.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.1% | -0.2% |
| 7D | +3.0% | -16.0% | +19.0% | +10.9% |
| 30D | -3.1% | -6.7% | +3.6% | -0.9% |
| 3M | -4.4% | +6.0% | -10.4% | -10.7% |
| 6M | +52.9% | +25.1% | +27.8% | +28.1% |
| YTD | +72.0% | -8.1% | +80.1% | +64.5% |
| 1Y | +105.1% | -26.0% | +131.1% | +114.4% |
| 3Y | +220.6% | -36.4% | +257.0% | +257.0% |
| 5Y | +244.8% | -27.7% | +272.5% | +257.5% |
| 10Y | +1,537.1% | +66.1% | +1,471.0% | +993.3% |
| All | +2,502.1% | +1,322.5% | +1,179.6% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling