+1,537.1%
SOXX vs PSX
+386.4%
+1,150.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | -3.6% | +15.6% | -19.2% | -8.1% |
| 3M | -10.2% | +46.5% | -56.6% | -21.1% |
| 6M | +54.2% | +55.0% | -0.8% | +31.7% |
| YTD | +75.2% | +105.3% | -30.1% | +34.9% |
| 1Y | +107.5% | +101.6% | +5.9% | +60.2% |
| 3Y | +226.8% | +134.1% | +92.6% | +134.9% |
| 5Y | +251.2% | +368.7% | -117.5% | +92.0% |
| All | +1,537.1% | +386.4% | +1,150.7% | +771.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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