+1,537.1%
SOXX vs GS
+657.8%
+879.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.3% |
| 7D | +1.4% | -0.9% | +2.3% | +2.0% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | -10.2% | -0.1% | -10.0% | -10.1% |
| 6M | +54.2% | +26.1% | +28.1% | +33.5% |
| YTD | +75.2% | +18.8% | +56.4% | +56.7% |
| 1Y | +107.5% | +33.7% | +73.8% | +72.2% |
| 3Y | +226.8% | +238.9% | -12.2% | +51.4% |
| 5Y | +251.2% | +187.9% | +63.3% | +77.3% |
| All | +1,537.1% | +657.8% | +879.3% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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