+220.8%
SOXX vs SAP
+53.9%
+166.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | +3.0% | -5.1% | +8.1% | +4.4% |
| 30D | -3.1% | -1.8% | -1.4% | -2.8% |
| 3M | -4.4% | +20.9% | -25.3% | -9.8% |
| 6M | +52.9% | +7.0% | +45.9% | +51.2% |
| YTD | +72.0% | -13.7% | +85.7% | +88.7% |
| 1Y | +105.1% | -19.6% | +124.7% | +135.9% |
| All | +220.8% | +53.9% | +166.9% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling