+52.5%
SOXX vs REPL
+125.1%
-72.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -13.7% | +28.8% | -42.5% | -14.0% |
| 30D | -23.6% | +57.3% | -80.9% | -24.1% |
| 3M | -16.9% | +73.6% | -90.5% | -17.5% |
| 6M | -2.4% | +582.8% | -585.2% | -3.9% |
| YTD | +49.8% | +112.9% | -63.0% | +44.1% |
| 1Y | +52.5% | +130.7% | -78.1% | +42.3% |
| All | +52.5% | +125.1% | -72.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling