+2,998.8%
SOXX vs SGI
+1,966.1%
+1,032.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | +3.0% | -4.9% | +7.9% | +4.3% |
| 30D | -3.1% | +1.6% | -4.7% | -3.7% |
| 3M | -4.4% | -3.2% | -1.2% | -3.9% |
| 6M | +52.9% | -16.0% | +68.9% | +58.7% |
| YTD | +72.0% | -25.4% | +97.4% | +83.3% |
| 1Y | +105.1% | -21.6% | +126.7% | +115.1% |
| 3Y | +220.6% | +52.9% | +167.7% | +183.1% |
| 5Y | +244.8% | +47.5% | +197.3% | +200.9% |
| 10Y | +1,537.1% | +263.5% | +1,273.6% | +951.0% |
| All | +2,998.8% | +1,966.1% | +1,032.8% | +954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling