+2,550.6%
SOXX vs SU
+1,786.9%
+763.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | +2.2% | -0.8% | +0.7% |
| 30D | -3.6% | +8.4% | -12.0% | -6.1% |
| 3M | -10.2% | +12.1% | -22.2% | -13.9% |
| 6M | +54.2% | +19.7% | +34.6% | +43.9% |
| YTD | +75.2% | +58.4% | +16.8% | +49.6% |
| 1Y | +107.5% | +67.2% | +40.3% | +73.9% |
| 3Y | +226.8% | +125.0% | +101.7% | +146.3% |
| 5Y | +251.2% | +355.1% | -103.8% | +105.3% |
| 10Y | +1,567.6% | +263.7% | +1,304.0% | +856.9% |
| All | +2,550.6% | +1,786.9% | +763.7% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling