+247.9%
SOXX vs EXEL
+180.6%
+67.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.4% |
| 30D | -3.6% | +11.4% | -15.0% | -5.7% |
| 3M | -10.2% | +4.9% | -15.1% | -11.4% |
| 6M | +54.2% | +34.4% | +19.8% | +44.4% |
| YTD | +75.2% | +28.0% | +47.2% | +65.3% |
| 1Y | +107.5% | +43.6% | +63.9% | +90.6% |
| 3Y | +226.8% | +155.2% | +71.6% | +153.4% |
| All | +247.9% | +180.6% | +67.3% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling