+122.7%
B vs SOXQ
+283.8%
-161.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -3.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.2% |
| 30D | +9.4% | -2.3% | +11.7% | +10.0% |
| 3M | +5.0% | -13.8% | +18.7% | +8.1% |
| 6M | -3.5% | +48.6% | -52.2% | -12.6% |
| YTD | +4.5% | +66.0% | -61.5% | -7.4% |
| 1Y | +67.8% | +107.9% | -40.1% | +42.5% |
| 3Y | +196.7% | +224.1% | -27.5% | +128.6% |
| 5Y | +151.9% | +256.6% | -104.7% | +73.7% |
| All | +122.7% | +283.8% | -161.1% | +50.6% |
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