+1,537.1%
SOXX vs M
-3.0%
+1,540.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.3% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | -3.6% | -7.2% | +3.6% | -2.2% |
| 3M | -10.2% | -11.1% | +1.0% | -8.4% |
| 6M | +54.2% | +28.8% | +25.4% | +45.9% |
| YTD | +75.2% | +2.0% | +73.2% | +73.0% |
| 1Y | +107.5% | +31.3% | +76.3% | +94.3% |
| 3Y | +226.8% | +119.1% | +107.7% | +168.2% |
| 5Y | +251.2% | +29.7% | +221.6% | +209.4% |
| All | +1,537.1% | -3.0% | +1,540.1% | +1,243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling