+229.8%
SOXX vs FN
+173.9%
+55.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +6.1% | +5.8% | +0.3% | +3.7% |
| 30D | +0.5% | -20.6% | +21.1% | +9.1% |
| 3M | -5.3% | -28.6% | +23.3% | +6.7% |
| 6M | +58.3% | -20.7% | +79.0% | +67.3% |
| YTD | +76.8% | -8.1% | +85.0% | +73.0% |
| 1Y | +114.6% | +13.3% | +101.3% | +90.7% |
| All | +229.8% | +173.9% | +55.9% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling