+52.5%
SOXX vs FITB
+36.9%
+15.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.6% |
| 7D | -13.7% | +2.3% | -16.0% | -14.3% |
| 30D | -23.6% | +7.7% | -31.3% | -25.4% |
| 3M | -16.9% | -4.5% | -12.4% | -15.7% |
| 6M | -2.4% | +12.5% | -14.9% | -7.2% |
| YTD | +49.8% | +19.8% | +30.0% | +34.5% |
| 1Y | +52.5% | +34.1% | +18.4% | +27.5% |
| All | +52.5% | +36.9% | +15.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling