+19.4%
BIL vs SOXQ
+288.7%
-269.4%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +5.3% | -5.2% | +0.1% |
| 30D | +0.3% | -3.7% | +4.0% | +0.3% |
| 3M | +0.9% | -7.8% | +8.7% | +0.9% |
| 6M | +1.8% | +58.4% | -56.6% | +1.8% |
| YTD | +2.5% | +68.1% | -65.7% | +2.5% |
| 1Y | +3.7% | +105.4% | -101.7% | +3.7% |
| 3Y | +14.1% | +239.2% | -225.1% | +14.1% |
| 5Y | +19.4% | +266.9% | -247.5% | +19.4% |
| All | +19.4% | +288.7% | -269.4% | +19.4% |
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