+113.9%
SOXX vs SPYM
+20.9%
+93.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.5% |
| 7D | +2.2% | +0.1% | +2.1% | +1.8% |
| 30D | -2.0% | +0.1% | -2.1% | -2.3% |
| 3M | -13.7% | +2.0% | -15.7% | -17.1% |
| 6M | +52.4% | +13.1% | +39.3% | +17.7% |
| YTD | +72.8% | +13.6% | +59.2% | +32.0% |
| 1Y | +113.9% | +20.1% | +93.8% | +51.9% |
| All | +113.9% | +20.9% | +93.0% | +51.9% |
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