+2,575.4%
SOXX vs FFIV
+4,967.4%
-2,392.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.8% |
| 7D | +6.1% | +3.5% | +2.6% | +4.7% |
| 30D | +0.5% | -1.3% | +1.8% | +0.9% |
| 3M | -5.3% | +2.4% | -7.7% | -6.3% |
| 6M | +58.3% | +41.8% | +16.5% | +38.3% |
| YTD | +76.8% | +58.5% | +18.3% | +47.6% |
| 1Y | +114.6% | +24.3% | +90.3% | +94.8% |
| 3Y | +229.6% | +152.0% | +77.6% | +130.2% |
| 5Y | +257.3% | +99.1% | +158.2% | +173.5% |
| 10Y | +1,583.2% | +242.8% | +1,340.5% | +951.8% |
| All | +2,575.4% | +4,967.4% | -2,392.0% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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