+247.9%
SOXX vs GAP
+8.7%
+239.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.2% |
| 7D | +1.4% | -4.1% | +5.5% | +2.4% |
| 30D | -3.6% | +6.2% | -9.8% | -5.5% |
| 3M | -10.2% | -0.7% | -9.5% | -10.9% |
| 6M | +54.2% | -7.1% | +61.4% | +54.5% |
| YTD | +75.2% | -14.1% | +89.3% | +78.0% |
| 1Y | +107.5% | -8.5% | +116.0% | +106.3% |
| 3Y | +226.8% | +115.4% | +111.4% | +138.1% |
| All | +247.9% | +8.7% | +239.2% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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