+163.5%
SOXX vs USB
+89.5%
+74.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -29.7% | +5.8% | -35.6% | -31.8% |
| 3M | -23.0% | -6.0% | -17.1% | -20.7% |
| 6M | -19.1% | +7.8% | -26.9% | -23.2% |
| YTD | +36.2% | +14.6% | +21.7% | +24.0% |
| 1Y | +38.1% | +31.8% | +6.3% | +15.6% |
| 3Y | +163.5% | +91.5% | +72.0% | +79.4% |
| All | +163.5% | +89.5% | +74.0% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling