+226.8%
SOXX vs PSX
+133.1%
+93.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | -3.6% | +15.6% | -19.2% | -7.4% |
| 3M | -10.2% | +46.5% | -56.6% | -19.6% |
| 6M | +54.2% | +55.0% | -0.8% | +34.0% |
| YTD | +75.2% | +105.3% | -30.1% | +34.8% |
| 1Y | +107.5% | +101.6% | +5.9% | +59.9% |
| 3Y | +226.8% | +134.1% | +92.6% | +123.2% |
| All | +226.8% | +133.1% | +93.7% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling