+873.7%
SPY vs SOXX
+2,514.7%
-1,641.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.6% |
| 7D | -2.0% | +3.0% | -5.0% | -3.3% |
| 30D | -1.7% | -3.1% | +1.5% | -0.5% |
| 3M | +4.7% | -4.4% | +9.1% | +4.5% |
| 6M | +12.5% | +52.9% | -40.4% | -10.3% |
| YTD | +11.7% | +72.0% | -60.3% | -16.0% |
| 1Y | +17.5% | +105.1% | -87.6% | -19.0% |
| 3Y | +76.6% | +220.6% | -144.0% | -4.9% |
| 5Y | +82.0% | +244.8% | -162.8% | -8.5% |
| 10Y | +317.1% | +1,537.1% | -1,220.0% | -1.9% |
| All | +873.7% | +2,514.7% | -1,641.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling