+2,502.1%
SOXX vs SM
+353.2%
+2,148.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | +3.0% | +2.1% | +0.9% | +2.7% |
| 30D | -3.1% | +18.1% | -21.3% | -5.8% |
| 3M | -4.4% | +17.0% | -21.4% | -7.7% |
| 6M | +52.9% | +55.4% | -2.5% | +39.2% |
| YTD | +72.0% | +108.6% | -36.5% | +48.3% |
| 1Y | +105.1% | +45.7% | +59.4% | +87.0% |
| 3Y | +220.6% | -0.3% | +220.9% | +205.0% |
| 5Y | +244.8% | +113.0% | +131.8% | +179.0% |
| 10Y | +1,537.1% | +21.0% | +1,516.2% | +919.8% |
| All | +2,502.1% | +353.2% | +2,148.9% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling