+226.8%
SOXX vs ON
-23.2%
+250.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -2.4% |
| 7D | +1.4% | +2.4% | -1.0% | -0.1% |
| 30D | -3.6% | -8.6% | +5.0% | +0.7% |
| 3M | -10.2% | -34.3% | +24.2% | +8.6% |
| 6M | +54.2% | +28.5% | +25.7% | +33.3% |
| YTD | +75.2% | +40.6% | +34.6% | +44.2% |
| 1Y | +107.5% | +55.3% | +52.2% | +61.5% |
| 3Y | +226.8% | -22.2% | +249.0% | +216.1% |
| All | +226.8% | -23.2% | +250.0% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3y: compounded portfolio wealth divided by compounded ON 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…
3y analysis · Full analysis span regression · 6 months rolling