+107.5%
SOXX vs ROL
-37.8%
+145.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | +1.4% | -3.2% | +4.5% | +0.5% |
| 30D | -3.6% | -4.9% | +1.3% | -4.8% |
| 3M | -10.2% | -25.8% | +15.7% | -15.6% |
| 6M | +54.2% | -37.6% | +91.8% | +43.8% |
| YTD | +75.2% | -41.5% | +116.7% | +65.5% |
| 1Y | +107.5% | -39.5% | +147.0% | +99.7% |
| All | +107.5% | -37.8% | +145.3% | +99.7% |
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