+18.5%
BOXX vs SOXQ
+390.1%
-371.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +1.0% | -10.2% | +11.2% | +1.0% |
| 6M | +1.9% | +49.7% | -47.7% | +1.9% |
| YTD | +2.7% | +67.2% | -64.6% | +2.7% |
| 1Y | +4.0% | +98.0% | -94.0% | +4.0% |
| 3Y | +14.7% | +237.2% | -222.5% | +14.7% |
| All | +18.5% | +390.1% | -371.7% | +18.5% |
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