+2,502.1%
SOXX vs OMC
+246.6%
+2,255.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.5% |
| 7D | +3.0% | -6.2% | +9.3% | +6.5% |
| 30D | -3.1% | -7.6% | +4.4% | +0.5% |
| 3M | -4.4% | +7.4% | -11.8% | -10.4% |
| 6M | +52.9% | +0.1% | +52.7% | +48.0% |
| YTD | +72.0% | +0.4% | +71.6% | +62.5% |
| 1Y | +105.1% | +7.8% | +97.3% | +83.1% |
| 3Y | +220.6% | +11.8% | +208.8% | +174.2% |
| 5Y | +244.8% | +32.5% | +212.4% | +161.8% |
| 10Y | +1,537.1% | +34.2% | +1,502.9% | +1,020.9% |
| All | +2,502.1% | +246.6% | +2,255.5% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling