+2,502.1%
SOXX vs EOG
+2,572.5%
-70.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.7% |
| 30D | -3.1% | +2.8% | -6.0% | -4.1% |
| 3M | -4.4% | +5.9% | -10.3% | -7.1% |
| 6M | +52.9% | +17.1% | +35.8% | +42.7% |
| YTD | +72.0% | +43.9% | +28.1% | +49.5% |
| 1Y | +105.1% | +26.9% | +78.2% | +85.4% |
| 3Y | +220.6% | +23.6% | +197.1% | +188.7% |
| 5Y | +244.8% | +178.1% | +66.7% | +127.6% |
| 10Y | +1,537.1% | +119.8% | +1,417.3% | +916.1% |
| All | +2,502.1% | +2,572.5% | -70.4% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling