+124.2%
SOXY vs SPY
+29.6%
+94.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.7% |
| 7D | +6.0% | +0.5% | +5.5% | +4.9% |
| 30D | -1.9% | -0.9% | -0.9% | -0.3% |
| 3M | -6.6% | +3.9% | -10.5% | -11.7% |
| 6M | +55.4% | +14.5% | +40.9% | +27.2% |
| YTD | +65.6% | +12.9% | +52.7% | +39.0% |
| 1Y | +95.3% | +19.4% | +75.9% | +51.5% |
| All | +124.2% | +29.6% | +94.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling