+2,502.1%
SOXX vs EW
+3,762.2%
-1,260.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +3.0% | -3.4% | +6.4% | +4.2% |
| 30D | -3.1% | -7.4% | +4.2% | -0.6% |
| 3M | -4.4% | +0.9% | -5.3% | -5.3% |
| 6M | +52.9% | +1.2% | +51.7% | +50.9% |
| YTD | +72.0% | +1.8% | +70.2% | +69.3% |
| 1Y | +105.1% | +10.8% | +94.3% | +95.1% |
| 3Y | +220.6% | +17.1% | +203.5% | +186.3% |
| 5Y | +244.8% | -28.2% | +273.0% | +263.2% |
| 10Y | +1,537.1% | +127.1% | +1,410.0% | +1,030.2% |
| All | +2,502.1% | +3,762.2% | -1,260.1% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 all: compounded portfolio wealth divided by compounded EW 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…
all analysis · Full analysis span regression · 6 months rolling