+113.9%
SOXX vs EXC
+2.6%
+111.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +2.4% |
| 7D | +2.2% | -0.7% | +2.9% | +1.9% |
| 30D | -2.0% | -4.6% | +2.6% | -4.5% |
| 3M | -13.7% | -2.2% | -11.5% | -14.8% |
| 6M | +52.4% | -10.6% | +62.9% | +47.3% |
| YTD | +72.8% | +1.9% | +70.9% | +72.0% |
| 1Y | +113.9% | +3.4% | +110.5% | +116.7% |
| All | +113.9% | +2.6% | +111.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling