+1,507.2%
SOXX vs FIX
+5,963.7%
-4,456.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | +3.0% | +0.7% | +2.4% | +2.7% |
| 30D | -3.1% | -5.7% | +2.6% | -0.9% |
| 3M | -4.4% | -7.4% | +3.0% | -0.8% |
| 6M | +52.9% | +15.1% | +37.8% | +45.3% |
| YTD | +72.0% | +70.7% | +1.3% | +39.2% |
| 1Y | +105.1% | +111.9% | -6.8% | +50.8% |
| 3Y | +220.6% | +759.5% | -538.9% | +26.9% |
| 5Y | +244.8% | +2,164.4% | -1,919.6% | -7.0% |
| All | +1,507.2% | +5,963.7% | -4,456.6% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling