+113.9%
SOXX vs LYB
+25.6%
+88.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -2.0% | +8.7% | -10.8% | -1.2% |
| 3M | -13.7% | -3.0% | -10.7% | -13.1% |
| 6M | +52.4% | +4.7% | +47.6% | +49.0% |
| YTD | +72.8% | +51.6% | +21.2% | +58.8% |
| 1Y | +113.9% | +24.4% | +89.6% | +101.2% |
| All | +113.9% | +25.6% | +88.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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