+30.8%
SOXX vs SPYG
+4.8%
+26.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -5.8% | -65.0% | -57.1% |
| 7D | -23.0% | -7.0% | -16.0% | +15.9% |
| 30D | -32.9% | -12.1% | -20.8% | +13.3% |
| 3M | -25.3% | -9.0% | -16.3% | +17.9% |
| 6M | -17.8% | -2.0% | -15.7% | +16.4% |
| YTD | +32.1% | +4.6% | +27.5% | +69.6% |
| 1Y | +30.8% | +4.4% | +26.4% | +68.9% |
| All | +30.8% | +4.8% | +26.0% | +68.9% |
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