-15.1%
SOXX vs EXPD
+26.2%
-41.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.4% |
| 7D | +9.4% | +5.5% | +3.8% | +6.2% |
| 30D | -13.8% | -0.8% | -13.0% | -13.2% |
| 3M | -18.6% | +4.1% | -22.8% | -19.4% |
| 6M | -15.1% | +25.7% | -40.8% | -21.8% |
| All | -15.1% | +26.2% | -41.4% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling