+1,537.1%
SOXX vs MDY
+177.2%
+1,359.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.9% |
| 7D | +1.4% | -1.9% | +3.2% | +3.7% |
| 30D | -3.6% | -4.6% | +1.1% | +2.1% |
| 3M | -10.2% | -1.2% | -8.9% | -8.1% |
| 6M | +54.2% | +9.2% | +45.0% | +42.0% |
| YTD | +75.2% | +13.1% | +62.2% | +55.4% |
| 1Y | +107.5% | +13.0% | +94.5% | +84.7% |
| 3Y | +226.8% | +49.2% | +177.5% | +117.4% |
| 5Y | +251.2% | +47.2% | +204.0% | +143.4% |
| All | +1,537.1% | +177.2% | +1,359.9% | +548.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling