+265.6%
SOXX vs S
-57.7%
+323.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +6.1% | -1.2% | +7.3% | +6.4% |
| 30D | +0.5% | -12.6% | +13.0% | +3.4% |
| 3M | -5.3% | +27.6% | -32.9% | -12.0% |
| 6M | +58.3% | +35.5% | +22.9% | +43.3% |
| YTD | +76.8% | +29.6% | +47.2% | +60.9% |
| 1Y | +114.6% | +8.1% | +106.5% | +103.7% |
| 3Y | +229.6% | +14.8% | +214.9% | +197.3% |
| 5Y | +257.3% | -70.6% | +327.9% | +281.9% |
| All | +265.6% | -57.7% | +323.4% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling