+113.9%
SOXX vs FIX
+128.3%
-14.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.4% |
| 7D | +2.2% | +6.0% | -3.8% | -1.1% |
| 30D | -2.0% | -7.2% | +5.2% | +1.9% |
| 3M | -13.7% | -15.9% | +2.1% | -4.9% |
| 6M | +52.4% | +12.7% | +39.6% | +46.4% |
| YTD | +72.8% | +72.8% | 0.0% | +40.3% |
| 1Y | +113.9% | +122.9% | -9.0% | +62.8% |
| All | +113.9% | +128.3% | -14.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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