+230.2%
SOXX vs CEG
+678.4%
-448.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.4% | -4.8% | +6.1% | +3.0% |
| 30D | -3.6% | +2.3% | -5.9% | -4.3% |
| 3M | -10.2% | +15.6% | -25.8% | -14.3% |
| 6M | +54.2% | -5.0% | +59.2% | +55.3% |
| YTD | +75.2% | -19.0% | +94.2% | +84.2% |
| 1Y | +107.5% | -10.0% | +117.5% | +110.2% |
| 3Y | +226.8% | +163.9% | +62.8% | +122.3% |
| All | +230.2% | +678.4% | -448.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 5y: compounded portfolio wealth divided by compounded CEG 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…
5y analysis · Full analysis span regression · 6 months rolling