+2,557.3%
SOXX vs EXPD
+1,579.9%
+977.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.5% |
| 7D | +5.6% | -0.9% | +6.5% | +6.1% |
| 30D | -2.7% | +4.1% | -6.8% | -4.9% |
| 3M | -7.5% | +13.8% | -21.3% | -14.1% |
| 6M | +63.5% | +27.3% | +36.2% | +42.0% |
| YTD | +75.7% | +25.4% | +50.2% | +51.9% |
| 1Y | +113.3% | +54.4% | +59.0% | +62.6% |
| 3Y | +227.4% | +67.9% | +159.5% | +135.0% |
| 5Y | +256.2% | +59.2% | +197.0% | +161.6% |
| 10Y | +1,512.5% | +308.6% | +1,203.9% | +608.3% |
| All | +2,557.3% | +1,579.9% | +977.3% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling