+52.5%
SOXX vs EXEL
+92.4%
-39.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -13.7% | +9.8% | -23.5% | -15.0% |
| 30D | -23.6% | +23.6% | -47.2% | -26.4% |
| 3M | -16.9% | +29.9% | -46.8% | -21.0% |
| 6M | -2.4% | +64.7% | -67.1% | -14.0% |
| YTD | +49.8% | +66.0% | -16.2% | +30.1% |
| 1Y | +52.5% | +92.0% | -39.4% | +25.4% |
| All | +52.5% | +92.4% | -39.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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