+113.9%
SOXX vs FOXA
+9.1%
+104.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.1% |
| 7D | +2.2% | -4.0% | +6.2% | +1.7% |
| 30D | -2.0% | +12.0% | -14.0% | -0.5% |
| 3M | -13.7% | +0.3% | -14.0% | -12.5% |
| 6M | +52.4% | +12.5% | +39.9% | +54.2% |
| YTD | +72.8% | -9.6% | +82.4% | +77.3% |
| 1Y | +113.9% | +8.6% | +105.3% | +117.0% |
| All | +113.9% | +9.1% | +104.8% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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