+247.9%
SOXX vs USFR
+20.6%
+227.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +2.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.8% |
| 30D | -3.6% | +0.4% | -3.9% | -2.4% |
| 3M | -10.2% | +1.0% | -11.2% | -7.1% |
| 6M | +54.2% | +2.0% | +52.3% | +61.9% |
| YTD | +75.2% | +2.8% | +72.5% | +85.3% |
| 1Y | +107.5% | +4.1% | +103.4% | +122.5% |
| 3Y | +226.8% | +14.1% | +212.6% | +258.5% |
| All | +247.9% | +20.6% | +227.3% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling