+241.5%
SOXX vs EQT
+197.4%
+44.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -3.1% | +1.1% | -4.2% | -3.4% |
| 3M | -4.4% | +4.8% | -9.2% | -5.8% |
| 6M | +52.9% | -10.6% | +63.5% | +56.0% |
| YTD | +72.0% | +3.4% | +68.6% | +68.8% |
| 1Y | +105.1% | +8.7% | +96.4% | +98.4% |
| 3Y | +220.6% | +35.0% | +185.6% | +190.4% |
| All | +241.5% | +197.4% | +44.2% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling