+852.4%
SOXX vs ESTC
+19.1%
+833.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | -9.2% | +10.6% | +4.0% |
| 30D | -3.6% | +8.1% | -11.6% | -7.0% |
| 3M | -10.2% | +38.5% | -48.6% | -19.8% |
| 6M | +54.2% | +57.8% | -3.5% | +30.7% |
| YTD | +75.2% | +10.5% | +64.7% | +62.8% |
| 1Y | +107.5% | -6.4% | +113.9% | +100.8% |
| 3Y | +226.8% | +4.7% | +222.1% | +179.3% |
| 5Y | +251.2% | -47.8% | +299.0% | +243.8% |
| All | +852.4% | +19.1% | +833.3% | +510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling