+2,575.4%
SOXX vs RY
+3,225.7%
-650.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | +6.1% | -0.5% | +6.6% | +6.4% |
| 30D | +0.5% | -1.9% | +2.4% | +1.7% |
| 3M | -5.3% | +5.1% | -10.5% | -8.5% |
| 6M | +58.3% | +28.2% | +30.2% | +34.1% |
| YTD | +76.8% | +22.9% | +54.0% | +54.1% |
| 1Y | +114.6% | +45.5% | +69.1% | +67.0% |
| 3Y | +229.6% | +156.7% | +72.9% | +75.1% |
| 5Y | +257.3% | +137.7% | +119.6% | +101.4% |
| 10Y | +1,583.2% | +375.5% | +1,207.7% | +510.0% |
| All | +2,575.4% | +3,225.7% | -650.3% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling