+113.9%
SOXX vs SPYG
+22.6%
+91.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.8% |
| 7D | +2.2% | +0.4% | +1.8% | +1.4% |
| 30D | -2.0% | -0.4% | -1.6% | -1.1% |
| 3M | -13.7% | +0.5% | -14.3% | -13.4% |
| 6M | +52.4% | +17.5% | +34.9% | +19.0% |
| YTD | +72.8% | +14.3% | +58.5% | +41.5% |
| 1Y | +113.9% | +21.7% | +92.2% | +64.5% |
| All | +113.9% | +22.6% | +91.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling