+1,996.8%
SOXX vs P
+494.9%
+1,501.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +5.6% | +7.8% | -2.2% | +2.7% |
| 30D | -2.7% | +12.3% | -15.1% | -7.8% |
| 3M | -7.5% | +37.1% | -44.6% | -18.2% |
| 6M | +63.5% | +66.1% | -2.6% | +33.6% |
| YTD | +75.7% | +50.9% | +24.7% | +47.1% |
| 1Y | +113.3% | +27.2% | +86.1% | +84.7% |
| 3Y | +227.4% | +158.7% | +68.7% | +106.4% |
| 5Y | +256.2% | +291.1% | -34.9% | +91.3% |
| 10Y | +1,512.5% | +715.0% | +797.5% | +590.3% |
| All | +1,996.8% | +494.9% | +1,501.9% | +794.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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