+439.4%
SOXX vs EOSE
-60.6%
+500.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.4% | +1.8% | -0.4% | +1.1% |
| 30D | -3.6% | -6.8% | +3.3% | -3.3% |
| 3M | -10.2% | -36.3% | +26.1% | -6.8% |
| 6M | +54.2% | -38.8% | +93.0% | +58.9% |
| YTD | +75.2% | -65.5% | +140.7% | +87.3% |
| 1Y | +107.5% | -45.3% | +152.8% | +110.0% |
| 3Y | +226.8% | +44.2% | +182.6% | +178.5% |
| 5Y | +251.2% | -69.5% | +320.7% | +192.1% |
| All | +439.4% | -60.6% | +500.1% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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