+247.9%
SOXX vs IR
+32.6%
+215.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -4.5% | +5.9% | +4.6% |
| 30D | -3.6% | -13.9% | +10.4% | +6.8% |
| 3M | -10.2% | -0.3% | -9.8% | -11.1% |
| 6M | +54.2% | -14.3% | +68.6% | +68.9% |
| YTD | +75.2% | -7.9% | +83.1% | +79.4% |
| 1Y | +107.5% | -9.9% | +117.4% | +114.9% |
| 3Y | +226.8% | +6.5% | +220.2% | +188.3% |
| All | +247.9% | +32.6% | +215.3% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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