+2,679.3%
SOXX vs SFM
+108.9%
+2,570.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.2% |
| 7D | +6.1% | -7.2% | +13.3% | +7.1% |
| 30D | +0.5% | -14.3% | +14.8% | +2.3% |
| 3M | -5.3% | -13.7% | +8.4% | -4.0% |
| 6M | +58.3% | -6.0% | +64.3% | +57.7% |
| YTD | +76.8% | -8.2% | +85.1% | +76.1% |
| 1Y | +114.6% | -46.2% | +160.8% | +130.5% |
| 3Y | +229.6% | +83.6% | +146.1% | +189.4% |
| 5Y | +257.3% | +212.7% | +44.6% | +183.5% |
| 10Y | +1,583.2% | +273.0% | +1,310.2% | +1,133.4% |
| All | +2,679.3% | +108.9% | +2,570.5% | +2,178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling