+58.3%
SOXX vs M
+21.8%
+36.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.0% |
| 7D | +6.1% | -4.1% | +10.2% | +7.4% |
| 30D | +0.5% | -13.6% | +14.1% | +5.2% |
| 3M | -5.3% | -2.3% | -3.0% | -7.4% |
| 6M | +58.3% | +21.9% | +36.4% | +37.2% |
| All | +58.3% | +21.8% | +36.6% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling