+107.5%
SOXX vs FIVE
+66.5%
+41.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.3% |
| 30D | -3.6% | +2.7% | -6.3% | -4.8% |
| 3M | -10.2% | +21.1% | -31.3% | -15.9% |
| 6M | +54.2% | +11.9% | +42.3% | +46.0% |
| YTD | +75.2% | +29.9% | +45.4% | +53.9% |
| 1Y | +107.5% | +67.8% | +39.7% | +59.7% |
| All | +107.5% | +66.5% | +41.0% | +59.7% |
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