+103.9%
BTI vs SOXQ
+279.9%
-176.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -3.4% | -3.9% | +0.5% | -3.4% |
| 3M | -9.0% | -4.7% | -4.3% | -9.1% |
| 6M | -5.0% | +47.9% | -52.9% | -7.6% |
| YTD | -0.3% | +64.3% | -64.7% | -3.6% |
| 1Y | +3.1% | +95.7% | -92.6% | -1.2% |
| 3Y | +111.0% | +231.5% | -120.6% | +89.7% |
| 5Y | +117.0% | +255.0% | -138.0% | +85.8% |
| All | +103.9% | +279.9% | -176.0% | +74.2% |
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