+52.5%
SOXX vs ROST
+54.7%
-2.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.2% | -4.0% |
| 7D | -13.7% | +7.8% | -21.5% | -14.7% |
| 30D | -23.6% | +8.6% | -32.2% | -24.7% |
| 3M | -16.9% | -1.9% | -14.9% | -16.2% |
| 6M | -2.4% | +9.1% | -11.6% | -5.3% |
| YTD | +49.8% | +37.2% | +12.6% | +33.5% |
| 1Y | +52.5% | +52.7% | -0.2% | +33.0% |
| All | +52.5% | +54.7% | -2.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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