+226.8%
SOXX vs EXPD
+73.1%
+153.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.2% |
| 7D | +1.4% | +2.0% | -0.6% | +0.5% |
| 30D | -3.6% | +4.4% | -8.0% | -5.2% |
| 3M | -10.2% | +15.7% | -25.9% | -15.6% |
| 6M | +54.2% | +37.5% | +16.8% | +34.5% |
| YTD | +75.2% | +29.9% | +45.3% | +54.7% |
| 1Y | +107.5% | +57.8% | +49.7% | +65.4% |
| 3Y | +226.8% | +71.6% | +155.1% | +136.1% |
| All | +226.8% | +73.1% | +153.7% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling