+244.8%
SOXX vs FIVE
+30.6%
+214.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 6M | +52.9% | +9.2% | +43.7% | +46.1% |
| YTD | +72.0% | +28.1% | +43.9% | +55.5% |
| 1Y | +105.1% | +65.3% | +39.8% | +69.6% |
| 3Y | +220.6% | +49.4% | +171.2% | +149.7% |
| 5Y | +244.8% | +29.5% | +215.3% | +175.3% |
| All | +244.8% | +30.6% | +214.2% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling