+52.5%
SOXX vs RF
+25.4%
+27.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.4% |
| 7D | -13.7% | +2.3% | -16.0% | -14.1% |
| 30D | -23.6% | +7.2% | -30.8% | -24.8% |
| 3M | -16.9% | -8.2% | -8.7% | -14.9% |
| 6M | -2.4% | +7.0% | -9.4% | -5.7% |
| YTD | +49.8% | +10.3% | +39.5% | +38.4% |
| 1Y | +52.5% | +25.1% | +27.5% | +29.7% |
| All | +52.5% | +25.4% | +27.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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