+107.5%
SOXX vs Z
-62.2%
+169.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +2.1% |
| 7D | +1.4% | -6.0% | +7.4% | +1.0% |
| 30D | -3.6% | -2.3% | -1.3% | -3.7% |
| 3M | -10.2% | -0.6% | -9.5% | -9.7% |
| 6M | +54.2% | -27.6% | +81.9% | +58.9% |
| YTD | +75.2% | -52.4% | +127.6% | +84.8% |
| 1Y | +107.5% | -63.6% | +171.1% | +113.6% |
| All | +107.5% | -62.2% | +169.7% | +113.6% |
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