+1,820.5%
SOXX vs XYZ
+606.0%
+1,214.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +3.0% | -5.2% | +8.2% | +4.7% |
| 30D | -3.1% | 0.0% | -3.1% | -3.4% |
| 3M | -4.4% | +18.7% | -23.1% | -10.1% |
| 6M | +52.9% | +20.5% | +32.4% | +42.6% |
| YTD | +72.0% | +21.5% | +50.5% | +58.0% |
| 1Y | +105.1% | +7.2% | +97.9% | +95.0% |
| 3Y | +220.6% | +49.0% | +171.6% | +158.0% |
| 5Y | +244.8% | -68.1% | +312.9% | +304.1% |
| 10Y | +1,537.1% | +601.6% | +935.5% | +768.1% |
| All | +1,820.5% | +606.0% | +1,214.5% | +872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling