+247.9%
SOXX vs SU
+348.9%
-101.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | +2.2% | -0.8% | +0.8% |
| 30D | -3.6% | +8.4% | -12.0% | -5.8% |
| 3M | -10.2% | +12.1% | -22.2% | -13.4% |
| 6M | +54.2% | +19.7% | +34.6% | +44.2% |
| YTD | +75.2% | +58.4% | +16.8% | +49.5% |
| 1Y | +107.5% | +67.2% | +40.3% | +73.7% |
| 3Y | +226.8% | +125.0% | +101.7% | +147.3% |
| All | +247.9% | +348.9% | -101.0% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling