+464.2%
SOXX vs U
-41.4%
+505.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.9% |
| 7D | +1.4% | +5.5% | -4.1% | +0.2% |
| 30D | -3.6% | -1.3% | -2.3% | -3.4% |
| 3M | -10.2% | +64.6% | -74.7% | -19.9% |
| 6M | +54.2% | +119.4% | -65.1% | +28.0% |
| YTD | +75.2% | -0.5% | +75.7% | +68.3% |
| 1Y | +107.5% | +1.3% | +106.2% | +96.8% |
| 3Y | +226.8% | +15.6% | +211.1% | +178.7% |
| 5Y | +251.2% | -67.5% | +318.7% | +244.6% |
| All | +464.2% | -41.4% | +505.5% | +396.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling