+52.5%
SOXX vs NDAQ
+28.8%
+23.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -2.6% |
| 7D | -13.7% | +3.9% | -17.6% | -13.0% |
| 30D | -23.6% | +19.0% | -42.6% | -21.1% |
| 3M | -16.9% | +17.6% | -34.4% | -14.4% |
| 6M | -2.4% | +21.0% | -23.4% | +2.7% |
| YTD | +49.8% | +14.1% | +35.7% | +61.7% |
| 1Y | +52.5% | +29.4% | +23.1% | +57.7% |
| All | +52.5% | +28.8% | +23.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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