+119.4%
SOXY vs SPY
+28.2%
+91.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.0% |
| 7D | +3.1% | -2.0% | +5.1% | +6.7% |
| 30D | -2.8% | -1.7% | -1.1% | 0.0% |
| 3M | -4.2% | +4.7% | -8.9% | -10.6% |
| 6M | +45.9% | +12.5% | +33.4% | +23.0% |
| YTD | +62.1% | +11.7% | +50.4% | +38.6% |
| 1Y | +88.8% | +17.5% | +71.3% | +50.4% |
| All | +119.4% | +28.2% | +91.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling