+3,567.4%
SOXX vs FIVE
+875.3%
+2,692.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +5.6% | +3.7% | +1.9% | +4.5% |
| 30D | -2.7% | +4.0% | -6.7% | -4.1% |
| 3M | -7.5% | +36.2% | -43.7% | -15.7% |
| 6M | +63.5% | +18.0% | +45.5% | +53.9% |
| YTD | +75.7% | +34.9% | +40.8% | +59.1% |
| 1Y | +113.3% | +67.9% | +45.4% | +81.0% |
| 3Y | +227.4% | +57.3% | +170.1% | +162.5% |
| 5Y | +256.2% | +39.5% | +216.6% | +188.1% |
| 10Y | +1,512.5% | +496.4% | +1,016.1% | +839.9% |
| All | +3,567.4% | +875.3% | +2,692.1% | +1,855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling