+241.5%
SOXX vs STM
+16.8%
+224.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -1.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.7% |
| 30D | -3.1% | -7.8% | +4.7% | +1.8% |
| 3M | -4.4% | -28.2% | +23.8% | +15.8% |
| 6M | +52.9% | +52.0% | +0.9% | +14.6% |
| YTD | +72.0% | +96.4% | -24.4% | +8.3% |
| 1Y | +105.1% | +98.8% | +6.3% | +26.0% |
| 3Y | +220.6% | +18.3% | +202.3% | +160.8% |
| All | +241.5% | +16.8% | +224.7% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling