+1,537.1%
SOXX vs ROP
+135.6%
+1,401.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -4.6% | +6.0% | +4.1% |
| 30D | -3.6% | -1.7% | -1.9% | -3.1% |
| 3M | -10.2% | +17.1% | -27.2% | -21.1% |
| 6M | +54.2% | +10.9% | +43.4% | +38.3% |
| YTD | +75.2% | -12.1% | +87.3% | +82.4% |
| 1Y | +107.5% | -24.2% | +131.7% | +139.7% |
| 3Y | +226.8% | -20.4% | +247.1% | +262.3% |
| 5Y | +251.2% | -15.4% | +266.6% | +270.4% |
| All | +1,537.1% | +135.6% | +1,401.5% | +867.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling