+52.5%
SOXX vs SPG
+34.3%
+18.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -2.2% |
| 7D | -13.7% | +8.2% | -21.9% | -11.5% |
| 30D | -23.6% | +13.5% | -37.1% | -20.6% |
| 3M | -16.9% | +2.2% | -19.1% | -15.5% |
| 6M | -2.4% | +15.9% | -18.3% | -2.7% |
| YTD | +49.8% | +27.6% | +22.2% | +49.9% |
| 1Y | +52.5% | +30.9% | +21.6% | +54.7% |
| All | +52.5% | +34.3% | +18.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling