+54.2%
SOXX vs USFR
+2.0%
+52.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +5.2% |
| 7D | +1.4% | +0.1% | +1.2% | +7.8% |
| 30D | -3.6% | +0.4% | -3.9% | +15.6% |
| 3M | -10.2% | +1.0% | -11.2% | +64.9% |
| 6M | +54.2% | +2.0% | +52.3% | +251.9% |
| All | +54.2% | +2.0% | +52.2% | +251.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling