+52.5%
SOXX vs ESI
+27.8%
+24.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | +0.2% |
| 7D | -13.7% | -6.6% | -7.1% | -9.2% |
| 30D | -23.6% | -10.9% | -12.7% | -16.9% |
| 3M | -16.9% | -13.8% | -3.1% | -7.6% |
| 6M | -2.4% | -21.5% | +19.1% | +16.7% |
| YTD | +49.8% | +34.7% | +15.1% | +33.9% |
| 1Y | +52.5% | +24.9% | +27.6% | +42.0% |
| All | +52.5% | +27.8% | +24.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling