+3,055.8%
SOXX vs PSX
+1,156.1%
+1,899.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | -3.1% | +15.8% | -19.0% | -7.8% |
| 3M | -4.4% | +43.0% | -47.4% | -15.6% |
| 6M | +52.9% | +61.1% | -8.2% | +28.5% |
| YTD | +72.0% | +104.5% | -32.5% | +32.4% |
| 1Y | +105.1% | +102.5% | +2.6% | +57.9% |
| 3Y | +220.6% | +133.5% | +87.1% | +130.7% |
| 5Y | +244.8% | +367.0% | -122.2% | +88.9% |
| 10Y | +1,537.1% | +382.3% | +1,154.8% | +721.1% |
| All | +3,055.8% | +1,156.1% | +1,899.8% | +1,119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling