+247.9%
SOXX vs FIX
+2,296.7%
-2,048.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | -1.2% |
| 7D | +1.4% | +5.0% | -3.6% | -1.1% |
| 30D | -3.6% | -2.7% | -0.9% | -2.6% |
| 3M | -10.2% | -8.2% | -1.9% | -6.3% |
| 6M | +54.2% | +20.3% | +34.0% | +42.4% |
| YTD | +75.2% | +81.4% | -6.2% | +34.2% |
| 1Y | +107.5% | +121.5% | -14.0% | +43.9% |
| 3Y | +226.8% | +807.4% | -580.7% | +6.2% |
| All | +247.9% | +2,296.7% | -2,048.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling