+52.9%
SOXX vs SPY
+12.4%
+40.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.1% |
| 7D | +3.0% | -2.0% | +5.0% | +8.8% |
| 30D | -3.1% | -1.7% | -1.5% | +1.3% |
| 3M | -4.4% | +4.7% | -9.1% | -14.7% |
| 6M | +52.9% | +12.5% | +40.4% | +21.9% |
| All | +52.9% | +12.4% | +40.5% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling