+2,575.4%
SOXX vs SO
+1,068.8%
+1,506.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +0.5% | -2.5% | +3.0% | +1.4% |
| 3M | -5.3% | -4.2% | -1.1% | -4.3% |
| 6M | +58.3% | -7.7% | +66.0% | +61.8% |
| YTD | +76.8% | +3.8% | +73.1% | +71.9% |
| 1Y | +114.6% | +0.1% | +114.5% | +110.9% |
| 3Y | +229.6% | +44.2% | +185.4% | +167.2% |
| 5Y | +257.3% | +57.9% | +199.5% | +172.9% |
| 10Y | +1,583.2% | +162.0% | +1,421.3% | +858.9% |
| All | +2,575.4% | +1,068.8% | +1,506.5% | +637.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling