+1,537.1%
SOXX vs XYZ
+610.4%
+926.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.8% |
| 30D | -3.6% | +1.2% | -4.8% | -4.2% |
| 3M | -10.2% | +14.6% | -24.8% | -14.9% |
| 6M | +54.2% | +22.6% | +31.7% | +42.6% |
| YTD | +75.2% | +21.7% | +53.5% | +60.2% |
| 1Y | +107.5% | +6.7% | +100.8% | +97.1% |
| 3Y | +226.8% | +46.8% | +179.9% | +160.7% |
| 5Y | +251.2% | -68.0% | +319.3% | +317.7% |
| All | +1,537.1% | +610.4% | +926.7% | +691.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling