+107.5%
SOXX vs XYZ
+7.1%
+100.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.4% |
| 30D | -3.6% | +1.2% | -4.8% | -4.0% |
| 3M | -10.2% | +14.6% | -24.8% | -13.9% |
| 6M | +54.2% | +22.6% | +31.7% | +44.6% |
| YTD | +75.2% | +21.7% | +53.5% | +66.4% |
| 1Y | +107.5% | +6.7% | +100.8% | +111.8% |
| All | +107.5% | +7.1% | +100.4% | +111.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling