+1,209.8%
SOXX vs USB
+83.8%
+1,126.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -4.1% |
| 7D | +9.4% | +2.6% | +6.8% | +8.1% |
| 30D | -13.8% | +8.4% | -22.2% | -17.0% |
| 3M | -18.6% | -5.5% | -13.1% | -16.6% |
| 6M | -15.1% | +17.7% | -32.8% | -22.1% |
| YTD | +49.0% | +17.6% | +31.4% | +36.5% |
| 1Y | +55.3% | +33.9% | +21.4% | +33.6% |
| 3Y | +179.0% | +103.8% | +75.1% | +95.5% |
| 5Y | +166.5% | +25.6% | +140.9% | +128.6% |
| All | +1,209.8% | +83.8% | +1,126.0% | +861.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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