+226.8%
SOXX vs SPG
+106.8%
+120.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -1.2% | +2.5% | +1.9% |
| 30D | -3.6% | -6.1% | +2.6% | -1.0% |
| 3M | -10.2% | -3.6% | -6.5% | -9.8% |
| 6M | +54.2% | +10.4% | +43.8% | +43.3% |
| YTD | +75.2% | +14.4% | +60.8% | +59.2% |
| 1Y | +107.5% | +16.5% | +91.0% | +85.7% |
| 3Y | +226.8% | +106.8% | +120.0% | +113.1% |
| All | +226.8% | +106.8% | +120.0% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling