+1,537.1%
SOXX vs SPYM
+325.3%
+1,211.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +2.6% |
| 30D | -3.6% | -1.1% | -2.5% | -2.0% |
| 3M | -10.2% | +3.9% | -14.0% | -14.5% |
| 6M | +54.2% | +13.6% | +40.6% | +30.0% |
| YTD | +75.2% | +12.7% | +62.5% | +50.0% |
| 1Y | +107.5% | +17.6% | +89.9% | +68.1% |
| 3Y | +226.8% | +77.2% | +149.5% | +53.5% |
| 5Y | +251.2% | +84.1% | +167.1% | +63.0% |
| All | +1,537.1% | +325.3% | +1,211.8% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling