+247.9%
SOXX vs ESI
+67.8%
+180.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | +1.4% | -4.6% | +6.0% | +5.0% |
| 30D | -3.6% | -10.5% | +6.9% | +4.6% |
| 3M | -10.2% | -19.8% | +9.7% | +6.1% |
| 6M | +54.2% | +5.8% | +48.4% | +48.6% |
| YTD | +75.2% | +38.3% | +36.9% | +36.8% |
| 1Y | +107.5% | +31.5% | +76.0% | +67.2% |
| 3Y | +226.8% | +80.7% | +146.1% | +101.1% |
| All | +247.9% | +67.8% | +180.1% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling