+2,575.4%
SOXX vs ROP
+2,445.0%
+130.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | +6.1% | -6.1% | +12.2% | +10.1% |
| 30D | +0.5% | -3.4% | +3.8% | +2.1% |
| 3M | -5.3% | +16.7% | -22.0% | -16.9% |
| 6M | +58.3% | +8.1% | +50.3% | +43.9% |
| YTD | +76.8% | -11.7% | +88.5% | +80.5% |
| 1Y | +114.6% | -24.2% | +138.8% | +141.0% |
| 3Y | +229.6% | -19.0% | +248.6% | +253.8% |
| 5Y | +257.3% | -15.9% | +273.2% | +275.0% |
| 10Y | +1,583.2% | +135.7% | +1,447.6% | +792.5% |
| All | +2,575.4% | +2,445.0% | +130.4% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling