+247.9%
SOXX vs SAP
+53.8%
+194.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -4.1% | +5.5% | +3.3% |
| 30D | -3.6% | +1.1% | -4.7% | -4.3% |
| 3M | -10.2% | +26.1% | -36.3% | -21.7% |
| 6M | +54.2% | +9.8% | +44.4% | +43.1% |
| YTD | +75.2% | -13.6% | +88.8% | +86.6% |
| 1Y | +107.5% | -18.7% | +126.2% | +131.1% |
| 3Y | +226.8% | +54.1% | +172.6% | +114.4% |
| All | +247.9% | +53.8% | +194.1% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling