+241.5%
SOXX vs M
+19.4%
+222.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.4% |
| 7D | +3.0% | -8.8% | +11.8% | +5.8% |
| 30D | -3.1% | -16.4% | +13.3% | +1.8% |
| 3M | -4.4% | -10.8% | +6.4% | -1.8% |
| 6M | +52.9% | +16.1% | +36.8% | +45.2% |
| YTD | +72.0% | -5.3% | +77.3% | +72.3% |
| 1Y | +105.1% | +24.9% | +80.2% | +88.7% |
| 3Y | +220.6% | +97.5% | +123.1% | +140.4% |
| All | +241.5% | +19.4% | +222.1% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling