+247.9%
SOXX vs FOXA
+93.7%
+154.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | -3.6% | +5.0% | -8.6% | -5.4% |
| 3M | -10.2% | -3.0% | -7.1% | -10.2% |
| 6M | +54.2% | +14.8% | +39.5% | +42.4% |
| YTD | +75.2% | -8.9% | +84.1% | +78.9% |
| 1Y | +107.5% | +13.3% | +94.2% | +89.3% |
| 3Y | +226.8% | +115.4% | +111.4% | +115.0% |
| All | +247.9% | +93.7% | +154.2% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling