+2,113.0%
SOXX vs USB
+506.3%
+1,606.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.4% | +1.4% | -6.9% | -5.9% |
| 30D | -21.4% | +6.4% | -27.8% | -23.6% |
| 3M | -16.9% | -4.5% | -12.4% | -15.4% |
| 6M | -15.4% | +11.4% | -26.8% | -20.1% |
| YTD | +46.3% | +17.1% | +29.2% | +34.9% |
| 1Y | +46.1% | +32.6% | +13.5% | +27.3% |
| 3Y | +171.2% | +101.8% | +69.4% | +94.2% |
| 5Y | +169.8% | +25.1% | +144.7% | +132.1% |
| 10Y | +1,228.3% | +84.9% | +1,143.5% | +805.5% |
| All | +2,113.0% | +506.3% | +1,606.7% | +609.7% |
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