+226.8%
SOXX vs ROST
+98.0%
+128.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.5% | +0.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | -6.9% | +3.3% | -0.6% |
| 3M | -10.2% | -3.3% | -6.8% | -9.5% |
| 6M | +54.2% | +9.0% | +45.2% | +45.1% |
| YTD | +75.2% | +28.9% | +46.3% | +50.3% |
| 1Y | +107.5% | +54.0% | +53.5% | +60.7% |
| 3Y | +226.8% | +100.7% | +126.0% | +118.2% |
| All | +226.8% | +98.0% | +128.8% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling