+179.0%
SOXX vs RF
+119.8%
+59.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.3% |
| 7D | +9.4% | +1.9% | +7.4% | +8.4% |
| 30D | -13.8% | +7.3% | -21.1% | -16.6% |
| 3M | -18.6% | -7.9% | -10.7% | -15.4% |
| 6M | -15.1% | +10.5% | -25.6% | -20.3% |
| YTD | +49.0% | +9.6% | +39.3% | +39.3% |
| 1Y | +55.3% | +20.3% | +35.0% | +37.8% |
| 3Y | +179.0% | +119.5% | +59.4% | +89.0% |
| All | +179.0% | +119.8% | +59.1% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling