+3,026.6%
SOXX vs HYG
+151.7%
+2,874.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -0.7% | +2.1% | +2.5% |
| 30D | -3.6% | -0.7% | -2.8% | -2.5% |
| 3M | -10.2% | -0.2% | -10.0% | -9.7% |
| 6M | +54.2% | +1.4% | +52.8% | +52.1% |
| YTD | +75.2% | +1.5% | +73.8% | +73.0% |
| 1Y | +107.5% | +2.9% | +104.6% | +101.1% |
| 3Y | +226.8% | +25.6% | +201.1% | +144.0% |
| 5Y | +251.2% | +18.6% | +232.7% | +192.1% |
| 10Y | +1,567.6% | +55.7% | +1,511.9% | +957.6% |
| All | +3,026.6% | +151.7% | +2,874.9% | +1,174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 all: compounded portfolio wealth divided by compounded HYG 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…
all analysis · Full analysis span regression · 6 months rolling