+226.8%
SOXX vs EL
-34.0%
+260.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | -6.5% | +7.9% | +2.9% |
| 30D | -3.6% | +11.1% | -14.7% | -6.3% |
| 3M | -10.2% | +10.7% | -20.9% | -12.8% |
| 6M | +54.2% | +6.9% | +47.4% | +49.8% |
| YTD | +75.2% | -6.3% | +81.5% | +73.8% |
| 1Y | +107.5% | +13.5% | +94.0% | +94.8% |
| 3Y | +226.8% | -33.1% | +259.8% | +219.3% |
| All | +226.8% | -34.0% | +260.7% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling