+2,502.1%
SOXX vs ON
+1,676.5%
+825.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +3.0% | -4.7% | +7.8% | +4.8% |
| 30D | -3.1% | -13.5% | +10.3% | +2.0% |
| 3M | -4.4% | -36.3% | +31.9% | +11.3% |
| 6M | +52.9% | +17.8% | +35.1% | +42.9% |
| YTD | +72.0% | +29.6% | +42.4% | +55.1% |
| 1Y | +105.1% | +45.8% | +59.3% | +76.9% |
| 3Y | +220.6% | -28.3% | +248.9% | +237.9% |
| 5Y | +244.8% | +49.6% | +195.2% | +182.9% |
| 10Y | +1,537.1% | +583.9% | +953.2% | +704.9% |
| All | +2,502.1% | +1,676.5% | +825.6% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling