+247.9%
SOXX vs EOG
+169.9%
+78.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -3.6% | +2.9% | -6.5% | -4.2% |
| 3M | -10.2% | +8.7% | -18.9% | -12.2% |
| 6M | +54.2% | +12.9% | +41.3% | +48.0% |
| YTD | +75.2% | +43.8% | +31.4% | +56.7% |
| 1Y | +107.5% | +27.1% | +80.4% | +92.0% |
| 3Y | +226.8% | +25.9% | +200.9% | +199.6% |
| All | +247.9% | +169.9% | +78.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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