+3,175.0%
SOXX vs XME
+231.2%
+2,943.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -0.9% |
| 7D | +3.0% | -3.0% | +6.1% | +4.6% |
| 30D | -3.1% | -2.6% | -0.5% | -2.0% |
| 3M | -4.4% | +2.2% | -6.6% | -5.2% |
| 6M | +52.9% | +0.7% | +52.2% | +53.2% |
| YTD | +72.0% | +10.9% | +61.1% | +64.0% |
| 1Y | +105.1% | +35.7% | +69.4% | +76.7% |
| 3Y | +220.6% | +127.1% | +93.5% | +116.6% |
| 5Y | +244.8% | +168.5% | +76.3% | +112.3% |
| 10Y | +1,537.1% | +416.9% | +1,120.2% | +606.6% |
| All | +3,175.0% | +231.2% | +2,943.8% | +1,278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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