+247.9%
SOXX vs MO
+99.8%
+148.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | -3.6% | +7.1% | -10.7% | -2.3% |
| 3M | -10.2% | -2.0% | -8.2% | -10.2% |
| 6M | +54.2% | +7.3% | +46.9% | +54.9% |
| YTD | +75.2% | +23.5% | +51.8% | +76.8% |
| 1Y | +107.5% | +11.0% | +96.5% | +109.1% |
| 3Y | +226.8% | +95.0% | +131.8% | +208.2% |
| All | +247.9% | +99.8% | +148.0% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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