+114.6%
SOXX vs USB
+32.7%
+81.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +6.1% | -1.1% | +7.1% | +6.4% |
| 30D | +0.5% | -3.2% | +3.7% | +1.5% |
| 3M | -5.3% | +11.8% | -17.1% | -9.3% |
| 6M | +58.3% | +21.4% | +36.9% | +44.9% |
| YTD | +76.8% | +18.6% | +58.2% | +61.7% |
| 1Y | +114.6% | +30.8% | +83.8% | +84.4% |
| All | +114.6% | +32.7% | +81.9% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling