+52.5%
SOXX vs T
-6.5%
+59.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -2.0% |
| 7D | -13.7% | +5.5% | -19.2% | -11.0% |
| 30D | -23.6% | -8.9% | -14.7% | -26.3% |
| 3M | -16.9% | -5.6% | -11.3% | -17.8% |
| 6M | -2.4% | -14.3% | +11.9% | -5.2% |
| YTD | +49.8% | -7.9% | +57.7% | +46.2% |
| 1Y | +52.5% | -6.4% | +58.9% | +52.5% |
| All | +52.5% | -6.5% | +59.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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