+226.8%
SOXX vs EQT
+32.0%
+194.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -10.2% | +5.9% | -16.1% | -11.8% |
| 6M | +54.2% | -14.8% | +69.0% | +60.3% |
| YTD | +75.2% | +1.8% | +73.4% | +71.8% |
| 1Y | +107.5% | +7.4% | +100.2% | +99.5% |
| 3Y | +226.8% | +33.6% | +193.1% | +190.3% |
| All | +226.8% | +32.0% | +194.8% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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