+226.8%
SOXX vs SNY
-9.6%
+236.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +1.4% | -3.3% | +4.7% | +1.5% |
| 30D | -3.6% | -2.2% | -1.4% | -3.5% |
| 3M | -10.2% | -3.0% | -7.1% | -10.1% |
| 6M | +54.2% | +2.7% | +51.5% | +53.2% |
| YTD | +75.2% | -6.8% | +82.1% | +75.9% |
| 1Y | +107.5% | -5.3% | +112.8% | +107.6% |
| 3Y | +226.8% | -9.8% | +236.5% | +229.7% |
| All | +226.8% | -9.6% | +236.4% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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