+58.8%
EXPD vs SOXQ
+290.2%
-231.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.2% | +5.2% | -4.1% | -0.3% |
| 30D | +5.2% | -0.5% | +5.7% | +5.3% |
| 3M | +13.2% | -5.6% | +18.8% | +13.5% |
| 6M | +30.3% | +53.0% | -22.7% | +11.5% |
| YTD | +27.0% | +68.8% | -41.7% | +5.0% |
| 1Y | +57.3% | +105.7% | -48.4% | +20.9% |
| 3Y | +70.0% | +240.5% | -170.5% | +1.7% |
| 5Y | +61.6% | +266.8% | -205.2% | -10.7% |
| All | +58.8% | +290.2% | -231.4% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling