+226.8%
SOXX vs FITB
+130.4%
+96.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.0% |
| 3M | -10.2% | +3.2% | -13.3% | -11.9% |
| 6M | +54.2% | +23.4% | +30.8% | +38.1% |
| YTD | +75.2% | +18.8% | +56.4% | +58.7% |
| 1Y | +107.5% | +25.0% | +82.5% | +82.5% |
| 3Y | +226.8% | +131.2% | +95.6% | +129.7% |
| All | +226.8% | +130.4% | +96.3% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling