+241.5%
SOXX vs REPL
-58.3%
+299.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.6% | -2.5% |
| 7D | +3.0% | -13.4% | +16.4% | +3.5% |
| 30D | -3.1% | -3.0% | -0.1% | -3.1% |
| 3M | -4.4% | +56.3% | -60.7% | -7.2% |
| 6M | +52.9% | +60.9% | -8.0% | +43.4% |
| YTD | +72.0% | +36.2% | +35.8% | +62.1% |
| 1Y | +105.1% | +121.0% | -15.9% | +84.6% |
| 3Y | +220.6% | -32.8% | +253.4% | +189.7% |
| All | +241.5% | -58.3% | +299.8% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling