+189.6%
SOXX vs GS
+201.3%
-11.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.8% |
| 7D | +17.5% | +5.1% | +12.4% | +13.2% |
| 30D | -14.5% | +2.4% | -16.9% | -15.5% |
| 3M | -14.9% | -11.5% | -3.4% | -6.5% |
| 6M | -9.8% | -2.5% | -7.3% | -7.4% |
| YTD | +54.7% | +5.5% | +49.2% | +49.0% |
| 1Y | +55.7% | +11.0% | +44.6% | +44.5% |
| All | +189.6% | +201.3% | -11.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling