+2,502.1%
SOXX vs MAR
+1,784.8%
+717.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +3.0% | -2.1% | +5.1% | +4.2% |
| 30D | -3.1% | -5.7% | +2.5% | -0.2% |
| 3M | -4.4% | -14.6% | +10.2% | +3.1% |
| 6M | +52.9% | +1.3% | +51.5% | +50.1% |
| YTD | +72.0% | +6.7% | +65.3% | +63.5% |
| 1Y | +105.1% | +26.4% | +78.7% | +76.7% |
| 3Y | +220.6% | +64.7% | +155.9% | +140.4% |
| 5Y | +244.8% | +153.1% | +91.7% | +104.5% |
| 10Y | +1,537.1% | +437.9% | +1,099.3% | +471.3% |
| All | +2,502.1% | +1,784.8% | +717.3% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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