-7.5%
SOXX vs M
+2.8%
-10.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.0% |
| 7D | +5.6% | +2.4% | +3.2% | +5.2% |
| 30D | -2.7% | -11.6% | +8.9% | -0.8% |
| 3M | -7.5% | +1.6% | -9.1% | -8.0% |
| All | -7.5% | +2.8% | -10.3% | -8.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling