+247.9%
SOXX vs ON
+60.9%
+187.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -2.8% |
| 7D | +1.4% | +2.4% | -1.0% | -0.2% |
| 30D | -3.6% | -8.6% | +5.0% | +1.0% |
| 3M | -10.2% | -34.3% | +24.2% | +10.2% |
| 6M | +54.2% | +28.5% | +25.7% | +30.1% |
| YTD | +75.2% | +40.6% | +34.6% | +39.8% |
| 1Y | +107.5% | +55.3% | +52.2% | +55.3% |
| 3Y | +226.8% | -22.2% | +249.0% | +226.1% |
| All | +247.9% | +60.9% | +187.0% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling