+52.5%
SOXX vs FIVE
+63.3%
-10.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.7% | -9.8% | -4.4% |
| 7D | -13.7% | +7.5% | -21.2% | -14.9% |
| 30D | -23.6% | +16.7% | -40.3% | -26.0% |
| 3M | -16.9% | +13.4% | -30.2% | -19.6% |
| 6M | -2.4% | +9.0% | -11.5% | -4.5% |
| YTD | +49.8% | +33.8% | +16.0% | +34.4% |
| 1Y | +52.5% | +61.2% | -8.6% | +26.8% |
| All | +52.5% | +63.3% | -10.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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