-1.5%
BND vs SOXQ
+279.9%
-281.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | -1.0% | -3.9% | +2.9% | -0.9% |
| 3M | -1.2% | -4.7% | +3.5% | -1.2% |
| 6M | -2.0% | +47.9% | -49.9% | -2.9% |
| YTD | -1.2% | +64.3% | -65.5% | -2.3% |
| 1Y | -0.5% | +95.7% | -96.2% | -2.0% |
| 3Y | +12.4% | +231.5% | -219.1% | +8.4% |
| 5Y | -2.5% | +255.0% | -257.5% | -7.1% |
| All | -1.5% | +279.9% | -281.4% | -6.3% |
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