+2,502.1%
SOXX vs EIX
+784.5%
+1,717.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | -3.1% | -18.8% | +15.7% | +2.3% |
| 3M | -4.4% | -19.7% | +15.3% | +0.9% |
| 6M | +52.9% | -18.2% | +71.1% | +59.7% |
| YTD | +72.0% | -1.7% | +73.8% | +66.7% |
| 1Y | +105.1% | +7.8% | +97.4% | +90.9% |
| 3Y | +220.6% | -5.6% | +226.2% | +204.2% |
| 5Y | +244.8% | +23.7% | +221.1% | +189.3% |
| 10Y | +1,537.1% | +21.4% | +1,515.7% | +1,178.8% |
| All | +2,502.1% | +784.5% | +1,717.6% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling