+3,114.5%
SOXX vs MA
+15,472.2%
-12,357.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +6.1% | -3.5% | +9.6% | +7.9% |
| 30D | +0.5% | +0.8% | -0.3% | -0.1% |
| 3M | -5.3% | +14.8% | -20.1% | -12.4% |
| 6M | +58.3% | +10.0% | +48.3% | +48.1% |
| YTD | +76.8% | -0.1% | +77.0% | +72.8% |
| 1Y | +114.6% | -2.2% | +116.8% | +111.1% |
| 3Y | +229.6% | +39.3% | +190.4% | +171.2% |
| 5Y | +257.3% | +66.3% | +191.0% | +170.4% |
| 10Y | +1,583.2% | +513.2% | +1,070.0% | +626.2% |
| All | +3,114.5% | +15,472.2% | -12,357.7% | +473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling