-13.8%
A vs SOXQ
+251.9%
-265.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.2% |
| 7D | -4.6% | +2.3% | -6.9% | -5.4% |
| 30D | -4.3% | -3.9% | -0.4% | -3.1% |
| 3M | +8.9% | -4.7% | +13.7% | +8.7% |
| 6M | +24.5% | +47.9% | -23.4% | +3.1% |
| YTD | +5.8% | +64.3% | -58.5% | -16.3% |
| 1Y | +16.2% | +95.7% | -79.5% | -15.1% |
| 3Y | +28.5% | +231.5% | -203.1% | -29.0% |
| All | -13.8% | +251.9% | -265.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling