+241.5%
SOXX vs MA
+66.4%
+175.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.5% |
| 7D | +3.0% | -3.5% | +6.5% | +5.1% |
| 30D | -3.1% | +0.7% | -3.8% | -3.9% |
| 3M | -4.4% | +15.8% | -20.2% | -13.8% |
| 6M | +52.9% | +10.2% | +42.7% | +40.6% |
| YTD | +72.0% | -0.5% | +72.5% | +69.1% |
| 1Y | +105.1% | -1.8% | +106.9% | +102.5% |
| 3Y | +220.6% | +38.7% | +181.9% | +137.4% |
| All | +241.5% | +66.4% | +175.1% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling