+113.9%
SOXX vs INDA
-5.0%
+118.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.2% | +0.7% | +1.5% | +1.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.2% |
| 3M | -13.7% | +3.9% | -17.6% | -16.4% |
| 6M | +52.4% | -0.7% | +53.1% | +50.2% |
| YTD | +72.8% | -7.7% | +80.5% | +76.5% |
| 1Y | +113.9% | -5.1% | +119.0% | +113.4% |
| All | +113.9% | -5.0% | +118.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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