+247.9%
SOXX vs O
+15.7%
+232.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | -2.9% | +4.2% | +2.1% |
| 30D | -3.6% | -4.5% | +0.9% | -2.5% |
| 3M | -10.2% | -2.6% | -7.5% | -10.1% |
| 6M | +54.2% | -5.6% | +59.9% | +55.7% |
| YTD | +75.2% | +9.3% | +65.9% | +67.4% |
| 1Y | +107.5% | +4.3% | +103.2% | +101.5% |
| 3Y | +226.8% | +27.4% | +199.3% | +181.1% |
| All | +247.9% | +15.7% | +232.2% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling