+2,514.3%
SOXX vs RF
+177.3%
+2,337.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | -2.0% | -3.6% | +1.6% | -1.1% |
| 3M | -13.7% | +8.1% | -21.8% | -15.8% |
| 6M | +52.4% | +11.5% | +40.9% | +47.2% |
| YTD | +72.8% | +15.6% | +57.2% | +65.0% |
| 1Y | +113.9% | +15.7% | +98.2% | +103.9% |
| 3Y | +210.7% | +86.9% | +123.9% | +157.4% |
| 5Y | +244.6% | +89.8% | +154.8% | +182.6% |
| 10Y | +1,468.0% | +344.7% | +1,123.3% | +883.4% |
| All | +2,514.3% | +177.3% | +2,337.0% | +1,085.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling