+2,502.1%
SOXX vs EAT
+1,727.2%
+774.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | +3.0% | -6.2% | +9.2% | +4.7% |
| 30D | -3.1% | -3.0% | -0.1% | -2.7% |
| 3M | -4.4% | +45.6% | -50.0% | -14.3% |
| 6M | +52.9% | +53.5% | -0.7% | +33.8% |
| YTD | +72.0% | +49.6% | +22.4% | +51.1% |
| 1Y | +105.1% | +38.9% | +66.2% | +81.7% |
| 3Y | +220.6% | +589.7% | -369.1% | +77.0% |
| 5Y | +244.8% | +318.7% | -73.9% | +108.4% |
| 10Y | +1,537.1% | +380.1% | +1,157.1% | +686.9% |
| All | +2,502.1% | +1,727.2% | +774.9% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling