+52.5%
SOXX vs SBAC
+2.4%
+50.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -9.0% | -2.1% |
| 7D | -13.7% | +5.8% | -19.5% | -12.7% |
| 30D | -23.6% | +20.8% | -44.4% | -21.0% |
| 3M | -16.9% | +4.8% | -21.6% | -15.9% |
| 6M | -2.4% | -9.1% | +6.7% | -0.8% |
| YTD | +49.8% | +3.1% | +46.8% | +53.1% |
| 1Y | +52.5% | +2.2% | +50.3% | +56.6% |
| All | +52.5% | +2.4% | +50.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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