+247.9%
SOXX vs FND
-63.3%
+311.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +1.4% | -5.8% | +7.1% | +3.6% |
| 30D | -3.6% | -20.2% | +16.6% | +4.6% |
| 3M | -10.2% | -12.0% | +1.8% | -7.2% |
| 6M | +54.2% | -18.5% | +72.7% | +62.5% |
| YTD | +75.2% | -22.3% | +97.5% | +86.1% |
| 1Y | +107.5% | -47.6% | +155.1% | +157.3% |
| 3Y | +226.8% | -49.8% | +276.5% | +285.1% |
| All | +247.9% | -63.3% | +311.2% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling