+52.5%
SOXX vs MSCI
+17.3%
+35.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -1.5% |
| 7D | -13.7% | +11.5% | -25.2% | -10.7% |
| 30D | -23.6% | +22.1% | -45.7% | -18.9% |
| 3M | -16.9% | +18.4% | -35.3% | -12.4% |
| 6M | -2.4% | +16.6% | -19.1% | +2.1% |
| YTD | +49.8% | +18.8% | +31.0% | +59.4% |
| 1Y | +52.5% | +19.0% | +33.5% | +62.6% |
| All | +52.5% | +17.3% | +35.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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