+54.2%
SOXX vs SNXX
+222.3%
-168.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +8.9% | +3.1% |
| 7D | +1.4% | -12.0% | +13.4% | +3.6% |
| 30D | -3.6% | +37.9% | -41.5% | -10.8% |
| 3M | -10.2% | -52.7% | +42.5% | -8.1% |
| 6M | +54.2% | +194.8% | -140.5% | +10.4% |
| All | +54.2% | +222.3% | -168.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 6mo: compounded portfolio wealth divided by compounded SNXX 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…
6mo analysis · Full analysis span regression · 6 months rolling