+52.5%
SOXX vs EIX
+18.9%
+33.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -3.0% |
| 7D | -13.7% | +4.5% | -18.2% | -13.5% |
| 30D | -23.6% | +15.2% | -38.8% | -23.2% |
| 3M | -16.9% | -11.6% | -5.3% | -17.0% |
| 6M | -2.4% | -8.4% | +5.9% | -3.1% |
| YTD | +49.8% | +8.2% | +41.6% | +51.2% |
| 1Y | +52.5% | +16.6% | +35.9% | +54.2% |
| All | +52.5% | +18.9% | +33.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling