+247.9%
SOXX vs SFM
+213.6%
+34.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.4% | -10.6% | +12.0% | +2.5% |
| 30D | -3.6% | -15.5% | +11.9% | -2.0% |
| 3M | -10.2% | -17.4% | +7.3% | -8.7% |
| 6M | +54.2% | -3.4% | +57.7% | +52.8% |
| YTD | +75.2% | -8.7% | +83.9% | +74.5% |
| 1Y | +107.5% | -47.2% | +154.7% | +125.0% |
| 3Y | +226.8% | +82.7% | +144.0% | +186.1% |
| All | +247.9% | +213.6% | +34.3% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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