+52.5%
SOXX vs M
+36.6%
+16.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.6% | -10.8% | -4.8% |
| 7D | -13.7% | +8.3% | -22.0% | -15.2% |
| 30D | -23.6% | +14.2% | -37.8% | -26.1% |
| 3M | -16.9% | -1.1% | -15.8% | -16.5% |
| 6M | -2.4% | +36.6% | -39.0% | -11.6% |
| YTD | +49.8% | +19.8% | +30.0% | +37.5% |
| 1Y | +52.5% | +37.2% | +15.3% | +33.7% |
| All | +52.5% | +36.6% | +16.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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