+247.9%
SOXX vs PM
+132.5%
+115.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +1.4% | +4.7% | -3.3% | +1.5% |
| 30D | -3.6% | +2.6% | -6.2% | -3.5% |
| 3M | -10.2% | +6.6% | -16.7% | -10.3% |
| 6M | +54.2% | +16.5% | +37.7% | +52.4% |
| YTD | +75.2% | +21.2% | +54.0% | +72.6% |
| 1Y | +107.5% | +17.9% | +89.6% | +105.3% |
| 3Y | +226.8% | +129.8% | +96.9% | +169.4% |
| All | +247.9% | +132.5% | +115.4% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling