+20.0%
SPY vs SOXX
+117.6%
-97.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +0.1% | -2.0% | +2.1% | +0.4% |
| 3M | +2.0% | -13.7% | +15.7% | +4.2% |
| 6M | +13.0% | +52.4% | -39.4% | -2.4% |
| YTD | +13.5% | +72.8% | -59.3% | -5.6% |
| 1Y | +20.0% | +113.9% | -93.9% | -3.9% |
| All | +20.0% | +117.6% | -97.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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