+1,537.1%
SOXX vs RY
+377.3%
+1,159.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -2.2% | +3.6% | +3.3% |
| 30D | -3.6% | -3.6% | 0.0% | -0.7% |
| 3M | -10.2% | +3.9% | -14.1% | -13.2% |
| 6M | +54.2% | +26.4% | +27.8% | +26.8% |
| YTD | +75.2% | +22.3% | +52.9% | +47.9% |
| 1Y | +107.5% | +43.7% | +63.8% | +53.3% |
| 3Y | +226.8% | +154.0% | +72.8% | +49.3% |
| 5Y | +251.2% | +137.6% | +113.6% | +70.6% |
| All | +1,537.1% | +377.3% | +1,159.8% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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