+1,537.1%
SOXX vs FITB
+290.8%
+1,246.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -3.6% | -5.7% | +2.1% | -1.2% |
| 3M | -10.2% | +3.2% | -13.3% | -11.7% |
| 6M | +54.2% | +23.4% | +30.8% | +40.3% |
| YTD | +75.2% | +18.8% | +56.4% | +61.3% |
| 1Y | +107.5% | +25.0% | +82.5% | +86.4% |
| 3Y | +226.8% | +131.2% | +95.6% | +124.9% |
| 5Y | +251.2% | +70.7% | +180.5% | +169.5% |
| All | +1,537.1% | +290.8% | +1,246.3% | +784.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling