+52.5%
SOXX vs FND
-10.3%
+62.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -14.1% | -4.9% |
| 7D | -13.7% | +12.3% | -26.0% | -15.5% |
| 30D | -23.6% | +14.7% | -38.3% | -25.5% |
| 3M | -16.9% | -12.0% | -4.9% | -14.4% |
| 6M | -2.4% | +10.8% | -13.2% | -6.0% |
| YTD | +49.8% | -12.3% | +62.1% | +48.5% |
| 1Y | +52.5% | -13.4% | +65.9% | +51.5% |
| All | +52.5% | -10.3% | +62.8% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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