+2,502.1%
SOXX vs EFX
+844.1%
+1,658.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | -11.1% | +14.2% | +9.3% |
| 30D | -3.1% | -7.4% | +4.2% | 0.0% |
| 3M | -4.4% | +1.5% | -5.9% | -9.1% |
| 6M | +52.9% | -13.7% | +66.6% | +56.8% |
| YTD | +72.0% | -21.9% | +93.9% | +83.5% |
| 1Y | +105.1% | -30.8% | +135.9% | +132.1% |
| 3Y | +220.6% | -12.4% | +233.0% | +201.5% |
| 5Y | +244.8% | -35.9% | +280.7% | +284.0% |
| 10Y | +1,537.1% | +41.0% | +1,496.2% | +913.9% |
| All | +2,502.1% | +844.1% | +1,658.0% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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