+113.9%
SOXX vs U
+6.4%
+107.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +2.2% | -3.8% | +6.0% | +2.7% |
| 30D | -2.0% | +17.5% | -19.5% | -4.5% |
| 3M | -13.7% | +38.7% | -52.4% | -17.9% |
| 6M | +52.4% | +104.4% | -52.0% | +36.6% |
| YTD | +72.8% | -5.7% | +78.5% | +74.6% |
| 1Y | +113.9% | +3.7% | +110.2% | +108.9% |
| All | +113.9% | +6.4% | +107.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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