+1,537.1%
SOXX vs SPGI
+292.2%
+1,244.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -7.4% | +8.8% | +5.9% |
| 30D | -3.6% | +0.4% | -3.9% | -4.4% |
| 3M | -10.2% | +5.3% | -15.4% | -15.2% |
| 6M | +54.2% | +1.7% | +52.6% | +46.6% |
| YTD | +75.2% | -16.4% | +91.6% | +86.3% |
| 1Y | +107.5% | -20.5% | +128.0% | +126.2% |
| 3Y | +226.8% | +14.2% | +212.5% | +172.0% |
| 5Y | +251.2% | +0.6% | +250.6% | +215.7% |
| All | +1,537.1% | +292.2% | +1,244.9% | +547.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling