+247.9%
SOXX vs RJF
+104.0%
+143.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -2.7% | +4.1% | +3.0% |
| 30D | -3.6% | -4.3% | +0.7% | -1.4% |
| 3M | -10.2% | +15.7% | -25.9% | -18.5% |
| 6M | +54.2% | +17.8% | +36.4% | +37.8% |
| YTD | +75.2% | +9.2% | +66.0% | +62.8% |
| 1Y | +107.5% | +2.8% | +104.7% | +99.8% |
| 3Y | +226.8% | +69.5% | +157.3% | +124.6% |
| All | +247.9% | +104.0% | +143.8% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling