+833.2%
SOXX vs REPL
-9.7%
+842.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.8% |
| 7D | +6.1% | -9.6% | +15.7% | +6.7% |
| 30D | +0.5% | +5.7% | -5.2% | +0.1% |
| 3M | -5.3% | +56.4% | -61.7% | -10.0% |
| 6M | +58.3% | +67.4% | -9.1% | +41.8% |
| YTD | +76.8% | +48.7% | +28.2% | +59.1% |
| 1Y | +114.6% | +148.3% | -33.7% | +78.8% |
| 3Y | +229.6% | -26.7% | +256.3% | +161.9% |
| 5Y | +257.3% | -54.1% | +311.5% | +190.9% |
| All | +833.2% | -9.7% | +842.9% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling