+107.5%
SOXX vs EXPE
+30.8%
+76.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.9% |
| 7D | +1.4% | -5.8% | +7.2% | +1.3% |
| 30D | -3.6% | -13.6% | +10.0% | -3.8% |
| 3M | -10.2% | +25.2% | -35.3% | -11.9% |
| 6M | +54.2% | +22.3% | +31.9% | +50.5% |
| YTD | +75.2% | -0.3% | +75.5% | +75.3% |
| 1Y | +107.5% | +27.8% | +79.7% | +104.7% |
| All | +107.5% | +30.8% | +76.7% | +104.7% |
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