+1,961.1%
SOXX vs USB
+493.3%
+1,467.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -29.7% | +5.8% | -35.6% | -31.6% |
| 3M | -23.0% | -6.0% | -17.1% | -21.1% |
| 6M | -19.1% | +7.8% | -26.9% | -22.5% |
| YTD | +36.2% | +14.6% | +21.7% | +26.8% |
| 1Y | +38.1% | +31.8% | +6.3% | +20.6% |
| 3Y | +163.5% | +91.5% | +72.0% | +93.0% |
| 5Y | +147.2% | +22.0% | +125.2% | +114.9% |
| 10Y | +1,141.1% | +96.1% | +1,045.1% | +723.5% |
| All | +1,961.1% | +493.3% | +1,467.8% | +567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling