+22.6%
BROS vs SOXQ
+259.8%
-237.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -6.6% | +5.2% | -11.8% | -9.2% |
| 30D | -12.3% | -0.5% | -11.8% | -12.4% |
| 3M | -22.2% | -5.6% | -16.6% | -22.5% |
| 6M | -14.3% | +53.0% | -67.3% | -38.4% |
| YTD | -26.6% | +68.8% | -95.3% | -50.7% |
| 1Y | -31.5% | +105.7% | -137.2% | -60.1% |
| 3Y | +62.3% | +240.5% | -178.2% | -38.3% |
| All | +22.6% | +259.8% | -237.2% | -54.6% |
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