+2,575.4%
SOXX vs M
+117.1%
+2,458.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.9% |
| 7D | +6.1% | -4.1% | +10.2% | +7.3% |
| 30D | +0.5% | -13.6% | +14.1% | +4.6% |
| 3M | -5.3% | -2.3% | -3.0% | -5.3% |
| 6M | +58.3% | +21.9% | +36.4% | +48.5% |
| YTD | +76.8% | -0.6% | +77.4% | +75.0% |
| 1Y | +114.6% | +29.7% | +84.9% | +95.7% |
| 3Y | +229.6% | +107.3% | +122.4% | +148.1% |
| 5Y | +257.3% | +20.5% | +236.8% | +193.8% |
| 10Y | +1,583.2% | -6.1% | +1,589.3% | +1,073.6% |
| All | +2,575.4% | +117.1% | +2,458.3% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling