+113.9%
SOXX vs ROL
-35.4%
+149.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.6% |
| 7D | +2.2% | -1.4% | +3.6% | +1.8% |
| 30D | -2.0% | -4.1% | +2.0% | -3.0% |
| 3M | -13.7% | -22.5% | +8.8% | -18.1% |
| 6M | +52.4% | -37.7% | +90.0% | +42.8% |
| YTD | +72.8% | -39.6% | +112.4% | +64.6% |
| 1Y | +113.9% | -36.0% | +149.9% | +108.5% |
| All | +113.9% | -35.4% | +149.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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