+229.8%
SOXX vs RF
+87.8%
+142.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +6.1% | -0.1% | +6.2% | +6.1% |
| 30D | +0.5% | -4.0% | +4.5% | +2.3% |
| 3M | -5.3% | +5.6% | -10.9% | -8.3% |
| 6M | +58.3% | +13.1% | +45.3% | +47.8% |
| YTD | +76.8% | +13.6% | +63.3% | +64.0% |
| 1Y | +114.6% | +16.0% | +98.6% | +96.3% |
| All | +229.8% | +87.8% | +142.0% | +138.4% |
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