+107.5%
SOXX vs SAP
-19.0%
+126.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.4% | -4.1% | +5.5% | +0.8% |
| 30D | -3.6% | +1.1% | -4.7% | -3.3% |
| 3M | -10.2% | +26.1% | -36.3% | -5.4% |
| 6M | +54.2% | +9.8% | +44.4% | +64.6% |
| YTD | +75.2% | -13.6% | +88.8% | +97.5% |
| 1Y | +107.5% | -18.7% | +126.2% | +144.3% |
| All | +107.5% | -19.0% | +126.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling