+228.3%
SOXX vs MKTX
-60.0%
+288.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -9.6% | +0.8% | -10.4% | -9.8% |
| 3M | -16.5% | +35.6% | -52.1% | -21.0% |
| 6M | +50.3% | -8.5% | +58.8% | +52.6% |
| YTD | +65.3% | -8.7% | +74.0% | +67.5% |
| 1Y | +95.5% | -10.1% | +105.5% | +98.2% |
| 3Y | +207.2% | -25.4% | +232.6% | +211.1% |
| 5Y | +228.3% | -59.2% | +287.4% | +276.9% |
| All | +228.3% | -60.0% | +288.3% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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