+220.8%
SOXX vs S
+15.8%
+205.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | +3.0% | +0.1% | +3.0% | +3.0% |
| 30D | -3.1% | -11.8% | +8.7% | -0.5% |
| 3M | -4.4% | +33.9% | -38.3% | -12.7% |
| 6M | +52.9% | +40.1% | +12.8% | +35.9% |
| YTD | +72.0% | +32.1% | +39.9% | +54.6% |
| 1Y | +105.1% | +11.0% | +94.1% | +93.5% |
| All | +220.8% | +15.8% | +205.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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