+226.8%
SOXX vs SGI
+51.7%
+175.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +1.4% | -4.5% | +5.8% | +3.3% |
| 30D | -3.6% | +4.2% | -7.7% | -5.5% |
| 3M | -10.2% | -7.4% | -2.7% | -7.8% |
| 6M | +54.2% | -15.1% | +69.3% | +62.7% |
| YTD | +75.2% | -24.7% | +99.9% | +93.0% |
| 1Y | +107.5% | -21.8% | +129.3% | +123.6% |
| 3Y | +226.8% | +50.0% | +176.7% | +168.8% |
| All | +226.8% | +51.7% | +175.0% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling