+2,550.6%
SOXX vs EL
+536.9%
+2,013.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +1.4% | -6.5% | +7.9% | +4.2% |
| 30D | -3.6% | +11.1% | -14.7% | -8.8% |
| 3M | -10.2% | +10.7% | -20.9% | -15.2% |
| 6M | +54.2% | +6.9% | +47.4% | +45.5% |
| YTD | +75.2% | -6.3% | +81.5% | +71.7% |
| 1Y | +107.5% | +13.5% | +94.0% | +85.3% |
| 3Y | +226.8% | -33.1% | +259.8% | +235.6% |
| 5Y | +251.2% | -68.8% | +320.0% | +410.4% |
| 10Y | +1,567.6% | +26.1% | +1,541.5% | +1,162.2% |
| All | +2,550.6% | +536.9% | +2,013.7% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling