+1,512.5%
SOXX vs USB
+106.9%
+1,405.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | +5.6% | +2.1% | +3.5% | +4.5% |
| 30D | -2.7% | -2.3% | -0.5% | -1.8% |
| 3M | -7.5% | +13.9% | -21.4% | -13.4% |
| 6M | +63.5% | +21.6% | +41.9% | +48.1% |
| YTD | +75.7% | +19.3% | +56.3% | +60.1% |
| 1Y | +113.3% | +33.6% | +79.8% | +84.0% |
| 3Y | +227.4% | +97.7% | +129.7% | +131.7% |
| 5Y | +256.2% | +40.4% | +215.7% | +189.6% |
| 10Y | +1,512.5% | +105.9% | +1,406.5% | +957.9% |
| All | +1,512.5% | +106.9% | +1,405.5% | +957.9% |
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