+288.2%
SOXX vs EXE
+188.3%
+99.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | -3.1% | -0.8% | -2.3% | -3.1% |
| 3M | -4.4% | +10.0% | -14.4% | -6.8% |
| 6M | +52.9% | -6.3% | +59.2% | +54.3% |
| YTD | +72.0% | -10.7% | +82.7% | +74.8% |
| 1Y | +105.1% | +2.7% | +102.4% | +100.2% |
| 3Y | +220.6% | +19.1% | +201.5% | +199.4% |
| 5Y | +244.8% | +105.4% | +139.4% | +196.2% |
| All | +288.2% | +188.3% | +99.9% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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