+869.7%
SOXX vs SPOT
+216.9%
+652.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.3% |
| 30D | -3.6% | +7.4% | -11.0% | -6.1% |
| 3M | -10.2% | +8.2% | -18.3% | -13.4% |
| 6M | +54.2% | +2.2% | +52.0% | +49.4% |
| YTD | +75.2% | -9.5% | +84.7% | +74.3% |
| 1Y | +107.5% | -23.8% | +131.3% | +118.2% |
| 3Y | +226.8% | +233.5% | -6.7% | +97.1% |
| 5Y | +251.2% | +112.2% | +139.0% | +126.6% |
| All | +869.7% | +216.9% | +652.8% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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