+247.9%
SOXX vs EAT
+313.1%
-65.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.4% | -7.7% | +9.1% | +3.6% |
| 30D | -3.6% | -13.6% | +10.0% | +0.2% |
| 3M | -10.2% | +33.9% | -44.0% | -18.5% |
| 6M | +54.2% | +47.2% | +7.0% | +34.5% |
| YTD | +75.2% | +48.1% | +27.2% | +51.9% |
| 1Y | +107.5% | +33.7% | +73.8% | +83.8% |
| 3Y | +226.8% | +595.8% | -369.0% | +55.4% |
| All | +247.9% | +313.1% | -65.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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