+1,537.1%
SOXX vs SPY
+322.5%
+1,214.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.5% |
| 7D | +1.4% | -0.8% | +2.2% | +2.6% |
| 30D | -3.6% | -1.1% | -2.5% | -2.0% |
| 3M | -10.2% | +3.9% | -14.0% | -14.4% |
| 6M | +54.2% | +13.6% | +40.6% | +29.9% |
| YTD | +75.2% | +12.7% | +62.5% | +49.9% |
| 1Y | +107.5% | +17.5% | +90.0% | +68.0% |
| 3Y | +226.8% | +76.9% | +149.9% | +52.6% |
| 5Y | +251.2% | +83.6% | +167.6% | +62.2% |
| All | +1,537.1% | +322.5% | +1,214.7% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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