+241.5%
SOXX vs ESTC
-47.5%
+289.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.9% |
| 7D | +3.0% | -13.2% | +16.2% | +6.4% |
| 30D | -3.1% | +9.3% | -12.5% | -6.4% |
| 3M | -4.4% | +37.3% | -41.7% | -13.4% |
| 6M | +52.9% | +61.0% | -8.1% | +31.1% |
| YTD | +72.0% | +10.7% | +61.3% | +61.6% |
| 1Y | +105.1% | -7.2% | +112.3% | +100.9% |
| 3Y | +220.6% | +7.2% | +213.4% | +176.1% |
| All | +241.5% | -47.5% | +289.0% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling