+1,537.1%
SOXX vs PSA
+102.6%
+1,434.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.6% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -3.6% | -8.4% | +4.8% | -0.8% |
| 3M | -10.2% | -7.8% | -2.3% | -8.3% |
| 6M | +54.2% | +0.8% | +53.4% | +52.2% |
| YTD | +75.2% | +16.5% | +58.7% | +63.8% |
| 1Y | +107.5% | +4.7% | +102.8% | +101.0% |
| 3Y | +226.8% | +21.1% | +205.7% | +193.6% |
| 5Y | +251.2% | +14.2% | +237.0% | +220.3% |
| All | +1,537.1% | +102.6% | +1,434.5% | +1,103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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