+247.9%
SOXX vs ECL
+27.6%
+220.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | +1.4% | -1.1% | +2.5% | +2.0% |
| 30D | -3.6% | -0.8% | -2.8% | -3.4% |
| 3M | -10.2% | +5.0% | -15.2% | -13.9% |
| 6M | +54.2% | +0.2% | +54.0% | +51.8% |
| YTD | +75.2% | +5.8% | +69.4% | +66.3% |
| 1Y | +107.5% | +1.5% | +106.0% | +101.0% |
| 3Y | +226.8% | +55.0% | +171.8% | +134.6% |
| All | +247.9% | +27.6% | +220.3% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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