+103.7%
SOXX vs EXPD
+57.7%
+46.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | +3.0% | +1.2% | +1.9% | +2.8% |
| 30D | -3.1% | +6.8% | -10.0% | -4.3% |
| 3M | -4.4% | +14.9% | -19.3% | -6.8% |
| 6M | +52.9% | +34.6% | +18.3% | +45.2% |
| YTD | +72.0% | +27.7% | +44.3% | +65.0% |
| All | +103.7% | +57.7% | +46.0% | +99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling