+120.3%
SOXY vs SPY
+30.3%
+90.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -13.5% | +2.0% | -15.5% | -15.5% |
| 6M | +46.1% | +13.0% | +33.1% | +22.0% |
| YTD | +62.7% | +13.5% | +49.2% | +35.3% |
| 1Y | +95.5% | +20.0% | +75.5% | +50.3% |
| All | +120.3% | +30.3% | +90.1% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling