+268.2%
SOXX vs PL
+84.9%
+183.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +2.2% | -9.3% | +11.5% | +3.9% |
| 30D | -2.0% | -18.9% | +16.9% | +1.5% |
| 3M | -13.7% | -58.4% | +44.7% | -0.8% |
| 6M | +52.4% | -30.3% | +82.7% | +58.4% |
| YTD | +72.8% | -8.1% | +80.9% | +70.2% |
| 1Y | +113.9% | +180.5% | -66.6% | +69.0% |
| 3Y | +210.7% | +444.1% | -233.4% | +98.2% |
| 5Y | +244.6% | +83.0% | +161.6% | +133.0% |
| All | +268.2% | +84.9% | +183.3% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling