+1,537.1%
SOXX vs EFV
+169.9%
+1,367.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +2.4% |
| 30D | -3.6% | +0.6% | -4.2% | -4.4% |
| 3M | -10.2% | +7.5% | -17.7% | -17.5% |
| 6M | +54.2% | +13.0% | +41.2% | +34.4% |
| YTD | +75.2% | +18.3% | +56.9% | +44.8% |
| 1Y | +107.5% | +26.7% | +80.8% | +58.4% |
| 3Y | +226.8% | +89.6% | +137.2% | +57.0% |
| 5Y | +251.2% | +98.2% | +153.0% | +62.1% |
| All | +1,537.1% | +169.9% | +1,367.2% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling