+51.4%
BN vs SOXQ
+290.2%
-238.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -3.0% | +5.2% | -8.2% | -5.3% |
| 30D | -13.0% | -0.5% | -12.5% | -13.0% |
| 3M | -15.2% | -5.6% | -9.6% | -15.3% |
| 6M | -5.9% | +53.0% | -58.9% | -28.5% |
| YTD | -15.8% | +68.8% | -84.6% | -39.5% |
| 1Y | -12.2% | +105.7% | -117.9% | -43.9% |
| 3Y | +72.2% | +240.5% | -168.3% | -21.5% |
| 5Y | +33.2% | +266.8% | -233.6% | -44.5% |
| All | +51.4% | +290.2% | -238.7% | -37.3% |
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