+3,726.3%
SOXX vs PM
+786.4%
+2,939.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | -3.1% | +1.9% | -5.0% | -4.1% |
| 3M | -4.4% | +4.6% | -9.0% | -7.3% |
| 6M | +52.9% | +11.7% | +41.2% | +42.6% |
| YTD | +72.0% | +20.4% | +51.6% | +55.0% |
| 1Y | +105.1% | +19.0% | +86.2% | +84.2% |
| 3Y | +220.6% | +130.4% | +90.2% | +101.1% |
| 5Y | +244.8% | +131.5% | +113.3% | +111.8% |
| 10Y | +1,537.1% | +218.7% | +1,318.5% | +706.8% |
| All | +3,726.3% | +786.4% | +2,939.8% | +872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling