-65.2%
BAX vs SOXQ
+283.8%
-349.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +0.4% |
| 7D | -1.1% | +2.3% | -3.5% | -1.5% |
| 30D | -5.5% | -2.3% | -3.2% | -5.2% |
| 3M | +33.5% | -13.8% | +47.3% | +35.4% |
| 6M | +35.9% | +48.6% | -12.8% | +22.2% |
| YTD | +35.4% | +66.0% | -30.6% | +19.1% |
| 1Y | +9.8% | +107.9% | -98.1% | -8.0% |
| 3Y | -32.7% | +224.1% | -256.9% | -49.4% |
| 5Y | -65.6% | +256.6% | -322.1% | -75.4% |
| All | -65.2% | +283.8% | -349.0% | -75.0% |
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