+3,632.3%
SOXX vs MKTX
+1,442.6%
+2,189.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -3.6% | +0.7% | -4.3% | -3.7% |
| 3M | -10.2% | +40.8% | -51.0% | -18.0% |
| 6M | +54.2% | -8.0% | +62.2% | +55.1% |
| YTD | +75.2% | -8.7% | +83.9% | +76.0% |
| 1Y | +107.5% | -11.8% | +119.3% | +109.3% |
| 3Y | +226.8% | -24.0% | +250.8% | +230.2% |
| 5Y | +251.2% | -60.3% | +311.5% | +311.8% |
| 10Y | +1,567.6% | +5.0% | +1,562.7% | +1,400.1% |
| All | +3,632.3% | +1,442.6% | +2,189.7% | +1,431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling