+2,514.3%
SOXX vs FIX
+62,173.6%
-59,659.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | +2.2% | +6.0% | -3.8% | +0.3% |
| 30D | -2.0% | -7.2% | +5.2% | +0.3% |
| 3M | -13.7% | -15.9% | +2.1% | -8.2% |
| 6M | +52.4% | +12.7% | +39.6% | +47.3% |
| YTD | +72.8% | +72.8% | 0.0% | +45.6% |
| 1Y | +113.9% | +122.9% | -9.0% | +65.0% |
| 3Y | +210.7% | +774.3% | -563.6% | +50.4% |
| 5Y | +244.6% | +2,049.5% | -1,804.8% | +26.4% |
| 10Y | +1,468.0% | +5,821.5% | -4,353.4% | +304.1% |
| All | +2,514.3% | +62,173.6% | -59,659.3% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling