+3,144.6%
SOXX vs EXPE
+783.9%
+2,360.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.2% |
| 7D | +3.0% | -8.7% | +11.7% | +5.7% |
| 30D | -3.1% | -13.6% | +10.5% | +0.7% |
| 3M | -4.4% | +26.6% | -31.0% | -12.7% |
| 6M | +52.9% | +19.9% | +32.9% | +40.9% |
| YTD | +72.0% | -1.7% | +73.7% | +66.1% |
| 1Y | +105.1% | +29.4% | +75.7% | +79.5% |
| 3Y | +220.6% | +155.7% | +64.9% | +118.7% |
| 5Y | +244.8% | +93.1% | +151.7% | +147.4% |
| 10Y | +1,537.1% | +162.1% | +1,375.1% | +867.6% |
| All | +3,144.6% | +783.9% | +2,360.7% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling