+2,502.1%
SOXX vs EXEL
+268.6%
+2,233.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.6% |
| 30D | -3.1% | +11.9% | -15.0% | -5.3% |
| 3M | -4.4% | +9.2% | -13.6% | -6.3% |
| 6M | +52.9% | +39.1% | +13.8% | +43.1% |
| YTD | +72.0% | +31.0% | +41.0% | +62.5% |
| 1Y | +105.1% | +52.3% | +52.8% | +87.6% |
| 3Y | +220.6% | +159.7% | +60.9% | +158.5% |
| 5Y | +244.8% | +187.7% | +57.1% | +169.7% |
| 10Y | +1,537.1% | +379.4% | +1,157.8% | +965.7% |
| All | +2,502.1% | +268.6% | +2,233.5% | +877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling