+360.5%
SOXX vs SPYM
+14.7%
+345.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -6.5% |
| 7D | +158.9% | -0.7% | +159.6% | +165.2% |
| 30D | +129.2% | -1.1% | +130.3% | +137.8% |
| 3M | +149.7% | -0.3% | +150.0% | +154.3% |
| 6M | +193.4% | +7.3% | +186.1% | +154.5% |
| YTD | +351.0% | +13.4% | +337.6% | +249.9% |
| 1Y | +360.5% | +14.8% | +345.7% | +248.2% |
| All | +360.5% | +14.7% | +345.8% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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