+1,507.2%
SOXX vs EXPD
+324.8%
+1,182.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.1% |
| 7D | +3.0% | +1.2% | +1.9% | +2.3% |
| 30D | -3.1% | +6.8% | -10.0% | -7.0% |
| 3M | -4.4% | +14.9% | -19.3% | -12.7% |
| 6M | +52.9% | +34.6% | +18.3% | +25.7% |
| YTD | +72.0% | +27.7% | +44.3% | +43.9% |
| 1Y | +105.1% | +57.7% | +47.5% | +47.1% |
| 3Y | +220.6% | +70.9% | +149.7% | +112.1% |
| 5Y | +244.8% | +59.5% | +185.3% | +134.6% |
| All | +1,507.2% | +324.8% | +1,182.4% | +530.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling