+113.9%
SOXX vs FND
-36.4%
+150.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | +2.2% | -5.2% | +7.4% | +3.3% |
| 30D | -2.0% | -19.9% | +17.8% | +2.5% |
| 3M | -13.7% | +2.7% | -16.4% | -15.2% |
| 6M | +52.4% | -21.7% | +74.1% | +57.2% |
| YTD | +72.8% | -17.5% | +90.3% | +75.1% |
| 1Y | +113.9% | -39.3% | +153.2% | +128.4% |
| All | +113.9% | -36.4% | +150.3% | +128.4% |
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