+247.9%
SOXX vs EIX
+20.9%
+227.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +1.4% | -1.4% | +2.7% | +1.6% |
| 30D | -3.6% | -19.3% | +15.7% | -0.4% |
| 3M | -10.2% | -21.7% | +11.5% | -6.9% |
| 6M | +54.2% | -19.8% | +74.1% | +58.5% |
| YTD | +75.2% | -3.0% | +78.3% | +70.2% |
| 1Y | +107.5% | +5.1% | +102.4% | +96.2% |
| 3Y | +226.8% | -7.0% | +233.7% | +206.1% |
| All | +247.9% | +20.9% | +227.0% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling