+113.9%
SOXX vs O
+11.2%
+102.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.1% |
| 7D | +2.2% | -0.7% | +3.0% | +1.8% |
| 30D | -2.0% | -1.9% | -0.2% | -3.0% |
| 3M | -13.7% | +3.8% | -17.5% | -13.6% |
| 6M | +52.4% | -4.7% | +57.1% | +52.7% |
| YTD | +72.8% | +12.5% | +60.3% | +73.8% |
| 1Y | +113.9% | +10.8% | +103.1% | +117.7% |
| All | +113.9% | +11.2% | +102.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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