+1,507.2%
SOXX vs MOD
+1,465.6%
+41.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.7% |
| 7D | +3.0% | -3.9% | +7.0% | +4.2% |
| 30D | -3.1% | -9.6% | +6.5% | -0.5% |
| 3M | -4.4% | -30.6% | +26.2% | +5.8% |
| 6M | +52.9% | -10.9% | +63.8% | +58.0% |
| YTD | +72.0% | +34.3% | +37.7% | +58.0% |
| 1Y | +105.1% | +18.3% | +86.8% | +93.0% |
| 3Y | +220.6% | +281.9% | -61.3% | +115.8% |
| 5Y | +244.8% | +1,486.4% | -1,241.6% | +63.0% |
| All | +1,507.2% | +1,465.6% | +41.6% | +602.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling