+179.5%
AR vs SOXQ
+283.8%
-104.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.7% |
| 7D | +2.5% | +2.3% | +0.1% | +1.7% |
| 30D | +14.8% | -2.3% | +17.1% | +15.2% |
| 3M | +6.2% | -13.8% | +20.0% | +8.9% |
| 6M | +4.3% | +48.6% | -44.3% | -14.5% |
| YTD | +14.4% | +66.0% | -51.6% | -11.1% |
| 1Y | +21.3% | +107.9% | -86.5% | -14.9% |
| 3Y | +39.8% | +224.1% | -184.3% | -21.8% |
| 5Y | +142.1% | +256.6% | -114.5% | +26.5% |
| All | +179.5% | +283.8% | -104.3% | +47.8% |
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