+88.8%
SOXY vs SPY
+17.2%
+71.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.6% |
| 7D | +3.1% | -2.0% | +5.1% | +7.9% |
| 30D | -2.8% | -1.7% | -1.1% | +1.0% |
| 3M | -4.2% | +4.7% | -8.9% | -12.8% |
| 6M | +45.9% | +12.5% | +33.4% | +17.9% |
| YTD | +62.1% | +11.7% | +50.4% | +33.1% |
| 1Y | +88.8% | +17.5% | +71.3% | +42.2% |
| All | +88.8% | +17.2% | +71.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling