+113.9%
SOXX vs SU
+71.8%
+42.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +2.2% | +3.6% | -1.4% | +2.3% |
| 30D | -2.0% | +7.9% | -9.9% | -1.7% |
| 3M | -13.7% | +3.5% | -17.2% | -12.1% |
| 6M | +52.4% | +19.0% | +33.4% | +46.1% |
| YTD | +72.8% | +55.0% | +17.9% | +53.8% |
| 1Y | +113.9% | +71.2% | +42.7% | +85.3% |
| All | +113.9% | +71.8% | +42.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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