+2,550.6%
SOXX vs NYT
+120.1%
+2,430.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -3.6% | +4.6% | -8.2% | -5.1% |
| 3M | -10.2% | -9.6% | -0.6% | -8.3% |
| 6M | +54.2% | -14.0% | +68.2% | +59.4% |
| YTD | +75.2% | -2.8% | +78.1% | +72.9% |
| 1Y | +107.5% | +15.6% | +91.9% | +91.7% |
| 3Y | +226.8% | +56.3% | +170.5% | +166.3% |
| 5Y | +251.2% | +39.5% | +211.7% | +191.9% |
| 10Y | +1,567.6% | +488.0% | +1,079.6% | +700.4% |
| All | +2,550.6% | +120.1% | +2,430.5% | +1,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling