+469.4%
SOXX vs U
-43.3%
+512.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +6.1% | +4.4% | +1.7% | +5.1% |
| 30D | +0.5% | -1.3% | +1.8% | +0.6% |
| 3M | -5.3% | +49.6% | -54.9% | -13.9% |
| 6M | +58.3% | +100.2% | -41.9% | +34.0% |
| YTD | +76.8% | -3.7% | +80.5% | +71.1% |
| 1Y | +114.6% | -6.5% | +121.1% | +107.0% |
| 3Y | +229.6% | +12.9% | +216.7% | +182.6% |
| 5Y | +257.3% | -68.3% | +325.6% | +252.6% |
| All | +469.4% | -43.3% | +512.7% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling