+87.1%
B vs SOXQ
+231.9%
-144.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | -7.3% | +8.2% | -15.5% | -9.2% |
| 30D | -3.3% | -13.2% | +9.8% | -0.3% |
| 3M | -7.8% | -18.5% | +10.8% | -3.5% |
| 6M | -15.5% | -15.4% | -0.1% | -13.0% |
| YTD | -12.3% | +43.6% | -55.8% | -19.8% |
| 1Y | +5.4% | +49.2% | -43.9% | -4.5% |
| 3Y | +165.5% | +190.2% | -24.7% | +110.1% |
| 5Y | +107.0% | +178.2% | -71.2% | +50.4% |
| All | +87.1% | +231.9% | -144.9% | +30.5% |
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