+1,124.6%
SOXX vs FND
+54.9%
+1,069.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | +3.0% | -5.1% | +8.1% | +4.8% |
| 30D | -3.1% | -22.5% | +19.4% | +5.4% |
| 3M | -4.4% | -5.0% | +0.6% | -4.0% |
| 6M | +52.9% | -21.5% | +74.4% | +62.5% |
| YTD | +72.0% | -23.0% | +95.0% | +82.7% |
| 1Y | +105.1% | -44.9% | +150.0% | +143.6% |
| 3Y | +220.6% | -50.0% | +270.6% | +276.4% |
| 5Y | +244.8% | -63.3% | +308.1% | +328.9% |
| All | +1,124.6% | +54.9% | +1,069.7% | +865.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling