+54.2%
SOXX vs OMC
-1.4%
+55.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.7% |
| 7D | +1.4% | -4.4% | +5.8% | -0.2% |
| 30D | -3.6% | -7.6% | +4.0% | -6.1% |
| 3M | -10.2% | +4.5% | -14.7% | -7.1% |
| 6M | +54.2% | -0.3% | +54.5% | +64.6% |
| All | +54.2% | -1.4% | +55.6% | +64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling