+247.9%
SOXX vs OMC
+30.5%
+217.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +1.4% | -4.4% | +5.8% | +3.0% |
| 30D | -3.6% | -7.6% | +4.0% | -1.1% |
| 3M | -10.2% | +4.5% | -14.7% | -13.4% |
| 6M | +54.2% | -0.3% | +54.5% | +51.2% |
| YTD | +75.2% | -0.1% | +75.3% | +69.5% |
| 1Y | +107.5% | +4.6% | +102.9% | +93.1% |
| 3Y | +226.8% | +10.5% | +216.3% | +184.5% |
| All | +247.9% | +30.5% | +217.4% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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