+4,219.9%
SOXX vs EXR
+2,590.4%
+1,629.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.6% |
| 7D | +6.1% | -3.1% | +9.2% | +7.3% |
| 30D | +0.5% | -7.5% | +8.0% | +3.4% |
| 3M | -5.3% | -7.5% | +2.2% | -3.3% |
| 6M | +58.3% | -5.2% | +63.5% | +60.2% |
| YTD | +76.8% | +6.5% | +70.3% | +70.7% |
| 1Y | +114.6% | -2.0% | +116.6% | +113.0% |
| 3Y | +229.6% | +21.5% | +208.1% | +194.3% |
| 5Y | +257.3% | -11.5% | +268.8% | +255.6% |
| 10Y | +1,583.2% | +148.0% | +1,435.3% | +972.8% |
| All | +4,219.9% | +2,590.4% | +1,629.5% | +946.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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