+30.0%
SOXX vs NYT
+11.3%
+18.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -1.4% | -10.7% | -12.5% |
| 7D | -23.0% | -5.5% | -17.4% | -24.0% |
| 30D | -32.9% | +2.7% | -35.6% | -32.4% |
| 3M | -25.4% | +0.5% | -25.9% | -25.1% |
| 6M | -17.9% | -14.6% | -3.4% | -18.1% |
| YTD | +31.6% | -4.4% | +36.0% | +34.1% |
| 1Y | +30.0% | +15.2% | +14.8% | +44.1% |
| All | +30.0% | +11.3% | +18.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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