+2,575.4%
SOXX vs SPGI
+1,978.2%
+597.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +2.0% |
| 7D | +6.1% | -3.1% | +9.2% | +7.6% |
| 30D | +0.5% | +2.0% | -1.5% | -1.1% |
| 3M | -5.3% | +4.3% | -9.6% | -9.7% |
| 6M | +58.3% | -0.2% | +58.6% | +53.1% |
| YTD | +76.8% | -14.8% | +91.6% | +84.0% |
| 1Y | +114.6% | -18.5% | +133.1% | +126.9% |
| 3Y | +229.6% | +16.0% | +213.7% | +184.3% |
| 5Y | +257.3% | +2.2% | +255.1% | +230.6% |
| 10Y | +1,583.2% | +296.4% | +1,286.8% | +646.9% |
| All | +2,575.4% | +1,978.2% | +597.2% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling