+220.4%
SOXX vs USB
+101.7%
+118.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +2.2% | +1.4% | +0.8% | +1.5% |
| 30D | -2.0% | -1.3% | -0.7% | -1.5% |
| 3M | -13.7% | +15.2% | -28.9% | -20.1% |
| 6M | +52.4% | +18.8% | +33.5% | +38.5% |
| YTD | +72.8% | +21.0% | +51.8% | +54.9% |
| 1Y | +113.9% | +34.0% | +79.9% | +81.2% |
| All | +220.4% | +101.7% | +118.7% | +128.3% |
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