+1,537.1%
SOXX vs PM
+219.2%
+1,317.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | +4.7% | -3.3% | +0.2% |
| 30D | -3.6% | +2.6% | -6.2% | -4.4% |
| 3M | -10.2% | +6.6% | -16.7% | -12.5% |
| 6M | +54.2% | +16.5% | +37.7% | +44.9% |
| YTD | +75.2% | +21.2% | +54.0% | +62.1% |
| 1Y | +107.5% | +17.9% | +89.6% | +92.8% |
| 3Y | +226.8% | +129.8% | +96.9% | +123.3% |
| 5Y | +251.2% | +133.0% | +118.2% | +134.7% |
| All | +1,537.1% | +219.2% | +1,317.9% | +837.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling