+113.9%
SOXX vs MA
-1.7%
+115.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.1% |
| 7D | +2.2% | -2.7% | +4.9% | +1.1% |
| 30D | -2.0% | +1.5% | -3.6% | -1.3% |
| 3M | -13.7% | +20.4% | -34.1% | -7.5% |
| 6M | +52.4% | +11.1% | +41.2% | +63.0% |
| YTD | +72.8% | +2.0% | +70.9% | +85.1% |
| 1Y | +113.9% | -2.2% | +116.1% | +127.0% |
| All | +113.9% | -1.7% | +115.6% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling