+360.5%
SOXX vs MTCH
+27.4%
+333.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.6% | -4.3% |
| 7D | +158.9% | -4.4% | +163.3% | +161.7% |
| 30D | +129.2% | -0.3% | +129.5% | +131.0% |
| 3M | +149.7% | -2.0% | +151.7% | +152.0% |
| 6M | +193.4% | +6.4% | +187.0% | +193.6% |
| YTD | +351.0% | +27.3% | +323.7% | +334.9% |
| 1Y | +360.5% | +30.3% | +330.2% | +333.0% |
| All | +360.5% | +27.4% | +333.1% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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