+241.5%
SOXX vs EXC
+44.1%
+197.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +3.0% | -1.6% | +4.7% | +3.1% |
| 30D | -3.1% | -2.4% | -0.8% | -3.1% |
| 3M | -4.4% | -4.0% | -0.4% | -4.5% |
| 6M | +52.9% | -9.8% | +62.7% | +53.6% |
| YTD | +72.0% | +2.3% | +69.7% | +70.3% |
| 1Y | +105.1% | +3.8% | +101.3% | +102.4% |
| 3Y | +220.6% | +19.7% | +200.9% | +204.9% |
| All | +241.5% | +44.1% | +197.4% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling