+247.9%
SOXX vs SM
+108.4%
+139.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | +4.6% | -3.2% | +0.5% |
| 30D | -3.6% | +18.2% | -21.8% | -6.8% |
| 3M | -10.2% | +22.5% | -32.7% | -14.5% |
| 6M | +54.2% | +50.6% | +3.7% | +37.6% |
| YTD | +75.2% | +108.1% | -32.9% | +43.4% |
| 1Y | +107.5% | +46.0% | +61.5% | +84.5% |
| 3Y | +226.8% | +2.9% | +223.9% | +202.0% |
| All | +247.9% | +108.4% | +139.5% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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