+3,077.1%
SOXX vs MSCI
+2,648.6%
+428.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +3.3% |
| 7D | +5.6% | -2.1% | +7.7% | +6.5% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | -7.5% | -8.2% | +0.7% | -5.8% |
| 6M | +63.5% | -2.4% | +65.9% | +60.8% |
| YTD | +75.7% | -2.8% | +78.5% | +72.1% |
| 1Y | +113.3% | -2.7% | +116.0% | +107.2% |
| 3Y | +227.4% | +7.3% | +220.1% | +197.7% |
| 5Y | +256.2% | -11.4% | +267.6% | +249.6% |
| 10Y | +1,512.5% | +605.8% | +906.6% | +563.6% |
| All | +3,077.1% | +2,648.6% | +428.5% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling