+107.5%
SOXX vs USFR
+4.1%
+103.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +4.2% |
| 7D | +1.4% | +0.1% | +1.2% | +5.6% |
| 30D | -3.6% | +0.4% | -3.9% | +8.2% |
| 3M | -10.2% | +1.0% | -11.2% | +26.5% |
| 6M | +54.2% | +2.0% | +52.3% | +152.1% |
| YTD | +75.2% | +2.8% | +72.5% | +196.6% |
| 1Y | +107.5% | +4.1% | +103.4% | +319.7% |
| All | +107.5% | +4.1% | +103.4% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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