+117.9%
ALL vs SOXQ
+288.7%
-170.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -1.7% | +5.3% | -7.0% | -1.7% |
| 30D | -4.7% | -3.7% | -1.0% | -4.6% |
| 3M | +18.4% | -7.8% | +26.2% | +18.3% |
| 6M | +20.5% | +58.4% | -37.9% | +16.3% |
| YTD | +23.5% | +68.1% | -44.6% | +18.5% |
| 1Y | +29.0% | +105.4% | -76.4% | +21.2% |
| 3Y | +153.7% | +239.2% | -85.5% | +117.0% |
| 5Y | +114.8% | +266.9% | -152.1% | +73.2% |
| All | +117.9% | +288.7% | -170.9% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling