+226.8%
SOXX vs XYZ
+46.8%
+180.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -4.3% | +5.7% | +2.7% |
| 30D | -3.6% | +1.2% | -4.8% | -4.1% |
| 3M | -10.2% | +14.6% | -24.8% | -14.5% |
| 6M | +54.2% | +22.6% | +31.7% | +43.5% |
| YTD | +75.2% | +21.7% | +53.5% | +61.9% |
| 1Y | +107.5% | +6.7% | +100.8% | +99.1% |
| 3Y | +226.8% | +46.8% | +179.9% | +167.2% |
| All | +226.8% | +46.8% | +180.0% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling