+220.8%
SOXX vs SPGI
+13.8%
+207.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.4% |
| 7D | +3.0% | -8.9% | +11.9% | +4.5% |
| 30D | -3.1% | +0.6% | -3.8% | -3.5% |
| 3M | -4.4% | +2.0% | -6.4% | -5.7% |
| 6M | +52.9% | +0.1% | +52.8% | +51.1% |
| YTD | +72.0% | -16.4% | +88.4% | +84.0% |
| 1Y | +105.1% | -18.9% | +124.0% | +123.0% |
| All | +220.8% | +13.8% | +207.0% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling