+3,591.7%
SOXX vs PSLV
+109.5%
+3,482.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -3.5% | +4.8% | +2.0% |
| 30D | -3.6% | -2.1% | -1.4% | -3.2% |
| 3M | -10.2% | -1.6% | -8.5% | -10.0% |
| 6M | +54.2% | -25.5% | +79.7% | +61.6% |
| YTD | +75.2% | -11.4% | +86.6% | +75.3% |
| 1Y | +107.5% | +48.6% | +58.9% | +89.7% |
| 3Y | +226.8% | +166.9% | +59.9% | +171.6% |
| 5Y | +251.2% | +152.4% | +98.8% | +191.6% |
| 10Y | +1,567.6% | +187.8% | +1,379.9% | +1,236.4% |
| All | +3,591.7% | +109.5% | +3,482.2% | +2,783.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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