+220.8%
SOXX vs RY
+154.7%
+66.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +3.0% | -2.9% | +5.9% | +5.5% |
| 30D | -3.1% | -2.0% | -1.1% | -1.5% |
| 3M | -4.4% | +4.9% | -9.3% | -8.3% |
| 6M | +52.9% | +26.1% | +26.8% | +25.8% |
| YTD | +72.0% | +22.4% | +49.6% | +44.9% |
| 1Y | +105.1% | +44.7% | +60.4% | +51.3% |
| All | +220.8% | +154.7% | +66.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling