+52.5%
SOXX vs MOD
-33.0%
+85.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -21.4% | +18.3% | +5.7% |
| 7D | -13.7% | -31.3% | +17.6% | 0.0% |
| 30D | -23.6% | -46.1% | +22.5% | -2.1% |
| 3M | -16.9% | -51.1% | +34.3% | +10.1% |
| 6M | -2.4% | -62.1% | +59.6% | +43.9% |
| YTD | +49.8% | -26.2% | +76.0% | +86.1% |
| 1Y | +52.5% | -32.6% | +85.1% | +92.2% |
| All | +52.5% | -33.0% | +85.5% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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