+105.1%
SOXX vs FN
+6.6%
+98.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.3% |
| 7D | +3.0% | +2.3% | +0.8% | +2.1% |
| 30D | -3.1% | -23.2% | +20.0% | +6.5% |
| 3M | -4.4% | -30.4% | +26.0% | +8.6% |
| 6M | +52.9% | -25.6% | +78.5% | +66.1% |
| YTD | +72.0% | -11.3% | +83.3% | +71.0% |
| 1Y | +105.1% | +8.4% | +96.7% | +79.5% |
| All | +105.1% | +6.6% | +98.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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