-15.1%
SOXX vs PL
-67.3%
+52.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | +9.4% | +10.0% | -0.7% | +4.6% |
| 30D | -13.8% | -2.3% | -11.5% | -13.1% |
| 3M | -18.6% | -44.2% | +25.6% | +2.0% |
| 6M | -15.1% | -66.1% | +51.0% | +25.2% |
| All | -15.1% | -67.3% | +52.1% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling