+247.9%
SOXX vs SPYG
+85.2%
+162.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.6% |
| 7D | +1.4% | -0.9% | +2.3% | +2.8% |
| 30D | -3.6% | -1.5% | -2.1% | -1.3% |
| 3M | -10.2% | +3.7% | -13.9% | -13.8% |
| 6M | +54.2% | +16.4% | +37.8% | +26.9% |
| YTD | +75.2% | +13.3% | +61.9% | +50.2% |
| 1Y | +107.5% | +17.9% | +89.6% | +69.4% |
| 3Y | +226.8% | +98.3% | +128.4% | +34.5% |
| All | +247.9% | +85.2% | +162.7% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling