+217.4%
SOXX vs PL
+40.9%
+176.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.6% |
| 7D | +9.4% | +10.0% | -0.7% | +7.4% |
| 30D | -13.8% | -2.3% | -11.5% | -13.3% |
| 3M | -18.6% | -44.2% | +25.6% | -10.2% |
| 6M | -15.1% | -66.1% | +51.0% | +0.9% |
| YTD | +49.0% | -30.0% | +79.0% | +53.7% |
| 1Y | +55.3% | +21.0% | +34.2% | +44.5% |
| 3Y | +179.0% | +516.5% | -337.6% | +73.7% |
| 5Y | +166.5% | +32.0% | +134.5% | +89.1% |
| All | +217.4% | +40.9% | +176.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling