+107.5%
SOXX vs SBAC
-2.5%
+110.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +2.3% |
| 7D | +1.4% | -2.1% | +3.5% | +1.0% |
| 30D | -3.6% | +2.0% | -5.6% | -3.2% |
| 3M | -10.2% | -8.3% | -1.9% | -10.3% |
| 6M | +54.2% | +0.3% | +53.9% | +54.3% |
| YTD | +75.2% | -2.2% | +77.4% | +75.3% |
| 1Y | +107.5% | -4.6% | +112.1% | +110.8% |
| All | +107.5% | -2.5% | +110.0% | +110.8% |
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