+55.3%
SOXX vs PL
+12.6%
+42.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | +9.4% | +10.0% | -0.7% | +7.0% |
| 30D | -13.8% | -2.3% | -11.5% | -13.4% |
| 3M | -18.6% | -44.2% | +25.6% | -9.8% |
| 6M | -15.1% | -66.1% | +51.0% | 0.0% |
| YTD | +49.0% | -30.0% | +79.0% | +65.8% |
| 1Y | +55.3% | +21.0% | +34.2% | +72.5% |
| All | +55.3% | +12.6% | +42.7% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling