+189.6%
SOXX vs PR
+93.4%
+96.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +17.5% | +6.7% | +10.8% | +15.3% |
| 30D | -14.5% | -6.1% | -8.4% | -13.0% |
| 3M | -14.9% | +6.9% | -21.7% | -17.1% |
| 6M | -9.8% | +14.6% | -24.4% | -14.6% |
| YTD | +54.7% | +66.1% | -11.5% | +23.7% |
| 1Y | +55.7% | +77.0% | -21.4% | +20.8% |
| All | +189.6% | +93.4% | +96.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling