+2,502.1%
SOXX vs ECL
+1,674.3%
+827.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +3.0% | -2.6% | +5.7% | +4.8% |
| 30D | -3.1% | -4.6% | +1.4% | -0.4% |
| 3M | -4.4% | +6.0% | -10.4% | -9.2% |
| 6M | +52.9% | -3.0% | +55.8% | +53.4% |
| YTD | +72.0% | +4.0% | +68.0% | +64.4% |
| 1Y | +105.1% | +2.0% | +103.1% | +97.3% |
| 3Y | +220.6% | +53.9% | +166.7% | +129.7% |
| 5Y | +244.8% | +27.1% | +217.7% | +176.6% |
| 10Y | +1,537.1% | +155.0% | +1,382.1% | +668.6% |
| All | +2,502.1% | +1,674.3% | +827.8% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling