+105.1%
SOXX vs PL
+81.4%
+23.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.2% |
| 7D | +3.0% | -9.0% | +12.1% | +4.8% |
| 30D | -3.1% | -29.6% | +26.4% | +3.3% |
| 3M | -4.4% | -45.7% | +41.3% | +5.9% |
| 6M | +52.9% | -34.3% | +87.2% | +66.1% |
| YTD | +72.0% | -15.4% | +87.4% | +80.1% |
| 1Y | +105.1% | +86.1% | +19.0% | +115.4% |
| All | +105.1% | +81.4% | +23.7% | +115.4% |
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