+113.9%
SOXX vs Z
-58.8%
+172.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.1% |
| 30D | -2.0% | -4.2% | +2.1% | -2.1% |
| 3M | -13.7% | -3.7% | -10.0% | -12.3% |
| 6M | +52.4% | -24.5% | +76.9% | +57.6% |
| YTD | +72.8% | -49.3% | +122.1% | +83.0% |
| 1Y | +113.9% | -58.7% | +172.6% | +126.0% |
| All | +113.9% | -58.8% | +172.7% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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