+241.5%
SOXX vs MSCI
-11.6%
+253.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.2% |
| 7D | +3.0% | -4.7% | +7.7% | +5.3% |
| 30D | -3.1% | -2.2% | -1.0% | -2.4% |
| 3M | -4.4% | -9.7% | +5.3% | -1.8% |
| 6M | +52.9% | +0.3% | +52.6% | +47.1% |
| YTD | +72.0% | -3.5% | +75.5% | +67.7% |
| 1Y | +105.1% | -1.4% | +106.5% | +95.3% |
| 3Y | +220.6% | +6.6% | +214.0% | +180.2% |
| All | +241.5% | -11.6% | +253.2% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling