+3,141.2%
SOXX vs EFV
+252.1%
+2,889.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +3.0% | -2.0% | +5.0% | +4.9% |
| 30D | -3.1% | -0.2% | -3.0% | -3.0% |
| 3M | -4.4% | +9.1% | -13.5% | -11.5% |
| 6M | +52.9% | +11.7% | +41.2% | +39.3% |
| YTD | +72.0% | +17.0% | +55.0% | +50.3% |
| 1Y | +105.1% | +26.7% | +78.4% | +67.0% |
| 3Y | +220.6% | +90.2% | +130.5% | +83.2% |
| 5Y | +244.8% | +96.1% | +148.7% | +95.1% |
| 10Y | +1,537.1% | +164.5% | +1,372.6% | +637.1% |
| All | +3,141.2% | +252.1% | +2,889.1% | +1,047.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling