+247.9%
SOXX vs INDA
+5.7%
+242.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +4.5% |
| 30D | -3.6% | -2.8% | -0.8% | -0.5% |
| 3M | -10.2% | +1.6% | -11.8% | -11.7% |
| 6M | +54.2% | -1.4% | +55.7% | +57.0% |
| YTD | +75.2% | -10.1% | +85.3% | +97.7% |
| 1Y | +107.5% | -8.8% | +116.3% | +129.5% |
| 3Y | +226.8% | +7.6% | +219.1% | +192.7% |
| All | +247.9% | +5.7% | +242.2% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling