+52.5%
SOXX vs MDY
+17.5%
+35.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -4.4% |
| 7D | -13.7% | +1.7% | -15.4% | -16.6% |
| 30D | -23.6% | +1.2% | -24.8% | -25.3% |
| 3M | -16.9% | -3.5% | -13.4% | -10.3% |
| 6M | -2.4% | +3.5% | -5.9% | -5.3% |
| YTD | +49.8% | +13.6% | +36.2% | +26.5% |
| 1Y | +52.5% | +17.1% | +35.5% | +24.3% |
| All | +52.5% | +17.5% | +35.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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