+103.7%
SOXX vs FIX
+108.7%
-5.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.9% |
| 7D | +3.0% | +0.7% | +2.4% | +2.6% |
| 30D | -3.1% | -5.7% | +2.6% | -0.2% |
| 3M | -4.4% | -7.4% | +3.0% | +0.7% |
| 6M | +52.9% | +15.1% | +37.8% | +46.0% |
| YTD | +72.0% | +70.7% | +1.3% | +39.9% |
| All | +103.7% | +108.7% | -5.0% | +54.9% |
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