+107.5%
SOXX vs MOD
+25.0%
+82.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | -0.5% |
| 7D | +1.4% | -2.8% | +4.1% | +2.5% |
| 30D | -3.6% | -5.1% | +1.6% | -1.6% |
| 3M | -10.2% | -30.3% | +20.1% | +3.8% |
| 6M | +54.2% | -5.6% | +59.9% | +62.3% |
| YTD | +75.2% | +41.8% | +33.4% | +63.9% |
| 1Y | +107.5% | +28.9% | +78.6% | +96.4% |
| All | +107.5% | +25.0% | +82.6% | +96.4% |
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