+113.9%
SOXX vs SGI
-17.2%
+131.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +2.2% | +8.5% | -6.3% | -0.4% |
| 30D | -2.0% | +0.7% | -2.7% | -2.3% |
| 3M | -13.7% | +0.6% | -14.3% | -13.9% |
| 6M | +52.4% | -17.9% | +70.3% | +56.7% |
| YTD | +72.8% | -21.2% | +94.0% | +79.0% |
| 1Y | +113.9% | -18.9% | +132.8% | +128.9% |
| All | +113.9% | -17.2% | +131.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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