+247.9%
SOXX vs SO
+57.0%
+190.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.8% |
| 7D | +1.4% | -1.1% | +2.5% | +1.3% |
| 30D | -3.6% | -5.0% | +1.4% | -3.9% |
| 3M | -10.2% | -5.8% | -4.4% | -10.5% |
| 6M | +54.2% | -7.9% | +62.2% | +53.6% |
| YTD | +75.2% | +2.4% | +72.8% | +74.1% |
| 1Y | +107.5% | -2.3% | +109.8% | +106.3% |
| 3Y | +226.8% | +41.9% | +184.9% | +198.6% |
| All | +247.9% | +57.0% | +190.9% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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