+247.9%
SOXX vs Z
-64.7%
+312.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.9% |
| 7D | +1.4% | -6.0% | +7.4% | +2.9% |
| 30D | -3.6% | -2.3% | -1.3% | -3.5% |
| 3M | -10.2% | -0.6% | -9.5% | -11.5% |
| 6M | +54.2% | -27.6% | +81.9% | +64.8% |
| YTD | +75.2% | -52.4% | +127.6% | +108.8% |
| 1Y | +107.5% | -63.6% | +171.1% | +166.0% |
| 3Y | +226.8% | -36.4% | +263.2% | +239.2% |
| All | +247.9% | -64.7% | +312.6% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling