+2,502.1%
SOXX vs O
+1,556.7%
+945.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | +3.0% | -3.5% | +6.5% | +4.5% |
| 30D | -3.1% | -3.3% | +0.2% | -1.9% |
| 3M | -4.4% | -2.8% | -1.6% | -4.0% |
| 6M | +52.9% | -5.8% | +58.6% | +55.1% |
| YTD | +72.0% | +9.4% | +62.6% | +63.9% |
| 1Y | +105.1% | +5.7% | +99.4% | +97.9% |
| 3Y | +220.6% | +27.2% | +193.4% | +180.9% |
| 5Y | +244.8% | +17.2% | +227.6% | +212.3% |
| 10Y | +1,537.1% | +53.9% | +1,483.2% | +1,143.4% |
| All | +2,502.1% | +1,556.7% | +945.4% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling