+2,575.4%
SOXX vs LLY
+2,886.4%
-311.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +6.1% | -3.1% | +9.2% | +7.4% |
| 30D | +0.5% | -8.6% | +9.1% | +3.8% |
| 3M | -5.3% | -1.6% | -3.7% | -6.1% |
| 6M | +58.3% | +11.8% | +46.5% | +47.8% |
| YTD | +76.8% | +5.1% | +71.7% | +67.4% |
| 1Y | +114.6% | +50.7% | +63.9% | +73.0% |
| 3Y | +229.6% | +95.7% | +133.9% | +124.0% |
| 5Y | +257.3% | +390.2% | -132.8% | +51.2% |
| 10Y | +1,583.2% | +1,580.3% | +2.9% | +247.3% |
| All | +2,575.4% | +2,886.4% | -311.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling