+31.1%
EIX vs SOXQ
+288.7%
-257.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.4% |
| 7D | +0.9% | +5.3% | -4.4% | +0.4% |
| 30D | -13.5% | -3.7% | -9.8% | -13.3% |
| 3M | -15.3% | -7.8% | -7.4% | -15.0% |
| 6M | -15.3% | +58.4% | -73.7% | -21.3% |
| YTD | +2.7% | +68.1% | -65.4% | -5.4% |
| 1Y | +17.4% | +105.4% | -87.9% | +4.6% |
| 3Y | -1.3% | +239.2% | -240.5% | -21.5% |
| 5Y | +27.2% | +266.9% | -239.7% | -4.6% |
| All | +31.1% | +288.7% | -257.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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