+1,507.2%
SOXX vs FIVE
+483.6%
+1,023.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.0% |
| 7D | +3.0% | +0.6% | +2.5% | +2.8% |
| 30D | -3.1% | +3.0% | -6.1% | -4.4% |
| 3M | -4.4% | +23.2% | -27.6% | -11.2% |
| 6M | +52.9% | +9.2% | +43.7% | +46.2% |
| YTD | +72.0% | +28.1% | +43.9% | +55.9% |
| 1Y | +105.1% | +65.3% | +39.8% | +70.4% |
| 3Y | +220.6% | +49.4% | +171.2% | +152.1% |
| 5Y | +244.8% | +29.5% | +215.3% | +175.2% |
| All | +1,507.2% | +483.6% | +1,023.5% | +810.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling