+113.9%
SOXX vs GM
+53.0%
+60.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +2.2% | +1.9% | +0.3% | +1.6% |
| 30D | -2.0% | -1.4% | -0.7% | -1.7% |
| 3M | -13.7% | +5.9% | -19.6% | -15.7% |
| 6M | +52.4% | +12.4% | +40.0% | +45.3% |
| YTD | +72.8% | +8.6% | +64.2% | +65.0% |
| 1Y | +113.9% | +52.6% | +61.3% | +105.1% |
| All | +113.9% | +53.0% | +60.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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