+113.9%
SOXX vs EXPE
+40.7%
+73.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.5% |
| 7D | +2.2% | -9.5% | +11.7% | +2.1% |
| 30D | -2.0% | -6.6% | +4.6% | -2.2% |
| 3M | -13.7% | +31.4% | -45.1% | -15.2% |
| 6M | +52.4% | +35.2% | +17.2% | +48.0% |
| YTD | +72.8% | +5.8% | +67.0% | +73.0% |
| 1Y | +113.9% | +38.7% | +75.2% | +112.7% |
| All | +113.9% | +40.7% | +73.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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