+1,537.1%
SOXX vs EXPE
+169.0%
+1,368.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.4% |
| 7D | +1.4% | -5.8% | +7.2% | +3.0% |
| 30D | -3.6% | -13.6% | +10.0% | +0.2% |
| 3M | -10.2% | +25.2% | -35.3% | -18.0% |
| 6M | +54.2% | +22.3% | +31.9% | +40.7% |
| YTD | +75.2% | -0.3% | +75.5% | +68.3% |
| 1Y | +107.5% | +27.8% | +79.7% | +80.9% |
| 3Y | +226.8% | +162.4% | +64.3% | +113.7% |
| 5Y | +251.2% | +95.8% | +155.4% | +142.7% |
| All | +1,537.1% | +169.0% | +1,368.1% | +792.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling