+241.5%
SOXX vs U
-68.4%
+309.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +3.0% | 0.0% | +3.1% | +3.0% |
| 30D | -3.1% | -4.1% | +1.0% | -2.4% |
| 3M | -4.4% | +57.8% | -62.2% | -14.3% |
| 6M | +52.9% | +103.5% | -50.6% | +28.2% |
| YTD | +72.0% | -4.8% | +76.8% | +66.8% |
| 1Y | +105.1% | -2.4% | +107.5% | +95.8% |
| 3Y | +220.6% | +11.7% | +209.0% | +174.0% |
| All | +241.5% | -68.4% | +309.9% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling