+107.5%
SOXX vs LLY
+49.2%
+58.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.8% |
| 7D | +1.4% | -2.9% | +4.3% | +1.2% |
| 30D | -3.6% | -8.4% | +4.9% | -4.1% |
| 3M | -10.2% | -3.8% | -6.4% | -10.5% |
| 6M | +54.2% | +11.9% | +42.3% | +50.7% |
| YTD | +75.2% | +4.3% | +70.9% | +72.4% |
| 1Y | +107.5% | +48.5% | +59.0% | +93.3% |
| All | +107.5% | +49.2% | +58.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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