+220.8%
SOXX vs REPL
-33.1%
+253.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.6% | -2.6% |
| 7D | +3.0% | -13.4% | +16.4% | +3.3% |
| 30D | -3.1% | -3.0% | -0.1% | -3.1% |
| 3M | -4.4% | +56.3% | -60.7% | -5.8% |
| 6M | +52.9% | +60.9% | -8.0% | +48.4% |
| YTD | +72.0% | +36.2% | +35.8% | +67.3% |
| 1Y | +105.1% | +121.0% | -15.9% | +95.5% |
| All | +220.8% | -33.1% | +253.9% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling