+226.8%
SOXX vs EFA
+65.2%
+161.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +3.9% |
| 30D | -3.6% | -1.7% | -1.9% | -0.9% |
| 3M | -10.2% | +3.5% | -13.6% | -14.3% |
| 6M | +54.2% | +9.5% | +44.8% | +36.2% |
| YTD | +75.2% | +12.9% | +62.3% | +47.4% |
| 1Y | +107.5% | +18.2% | +89.3% | +63.2% |
| 3Y | +226.8% | +64.8% | +161.9% | +60.6% |
| All | +226.8% | +65.2% | +161.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling