+2,502.1%
SOXX vs EWT
+1,234.0%
+1,268.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -0.7% |
| 7D | +3.0% | -1.1% | +4.1% | +4.0% |
| 30D | -3.1% | +4.8% | -7.9% | -6.6% |
| 3M | -4.4% | +11.1% | -15.5% | -11.0% |
| 6M | +52.9% | +54.6% | -1.7% | +10.4% |
| YTD | +72.0% | +71.4% | +0.6% | +14.8% |
| 1Y | +105.1% | +82.1% | +23.0% | +31.2% |
| 3Y | +220.6% | +193.2% | +27.4% | +45.5% |
| 5Y | +244.8% | +146.1% | +98.7% | +83.4% |
| 10Y | +1,537.1% | +505.0% | +1,032.1% | +377.2% |
| All | +2,502.1% | +1,234.0% | +1,268.1% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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