+2,477.8%
SOXX vs EFA
+387.2%
+2,090.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.8% |
| 7D | +1.4% | -1.5% | +2.9% | +3.1% |
| 30D | -3.6% | -1.7% | -1.9% | -1.8% |
| 3M | -10.2% | +3.5% | -13.6% | -12.8% |
| 6M | +54.2% | +9.5% | +44.8% | +42.1% |
| YTD | +75.2% | +12.9% | +62.3% | +56.5% |
| 1Y | +107.5% | +18.2% | +89.3% | +77.2% |
| 3Y | +226.8% | +64.8% | +161.9% | +100.9% |
| 5Y | +251.2% | +53.9% | +197.3% | +138.5% |
| 10Y | +1,567.6% | +144.8% | +1,422.9% | +645.7% |
| All | +2,477.8% | +387.2% | +2,090.6% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling