+226.8%
SOXX vs STM
+18.4%
+208.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.0% |
| 7D | +1.4% | -1.4% | +2.8% | +2.2% |
| 30D | -3.6% | -4.9% | +1.4% | -0.8% |
| 3M | -10.2% | -34.0% | +23.8% | +12.1% |
| 6M | +54.2% | +51.8% | +2.4% | +21.5% |
| YTD | +75.2% | +99.4% | -24.2% | +17.9% |
| 1Y | +107.5% | +99.1% | +8.4% | +37.8% |
| 3Y | +226.8% | +19.5% | +207.3% | +174.7% |
| All | +226.8% | +18.4% | +208.3% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 3y: compounded portfolio wealth divided by compounded STM 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…
3y analysis · Full analysis span regression · 6 months rolling