+1,537.1%
SOXX vs GM
+240.0%
+1,297.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | -3.6% | -1.1% | -2.5% | -3.3% |
| 3M | -10.2% | +6.1% | -16.3% | -12.9% |
| 6M | +54.2% | +15.0% | +39.3% | +44.3% |
| YTD | +75.2% | +6.0% | +69.2% | +68.8% |
| 1Y | +107.5% | +47.1% | +60.4% | +72.1% |
| 3Y | +226.8% | +170.5% | +56.3% | +98.8% |
| 5Y | +251.2% | +80.5% | +170.7% | +148.1% |
| All | +1,537.1% | +240.0% | +1,297.1% | +777.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling