+229.8%
SOXX vs PL
+519.4%
-289.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.2% |
| 7D | +6.1% | -13.9% | +20.0% | +8.6% |
| 30D | +0.5% | -25.5% | +25.9% | +5.3% |
| 3M | -5.3% | -44.8% | +39.4% | +3.7% |
| 6M | +58.3% | -33.3% | +91.6% | +66.2% |
| YTD | +76.8% | -12.7% | +89.5% | +77.0% |
| 1Y | +114.6% | +90.9% | +23.7% | +88.6% |
| All | +229.8% | +519.4% | -289.6% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling