+115.2%
C vs SOXQ
+283.8%
-168.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.5% |
| 7D | +3.6% | +2.3% | +1.3% | +2.7% |
| 30D | +0.1% | -2.3% | +2.3% | +0.7% |
| 3M | +2.4% | -13.8% | +16.2% | +6.2% |
| 6M | +24.9% | +48.6% | -23.7% | +3.5% |
| YTD | +19.8% | +66.0% | -46.2% | -5.2% |
| 1Y | +44.9% | +107.9% | -63.0% | +4.0% |
| 3Y | +263.0% | +224.1% | +38.8% | +110.6% |
| 5Y | +129.5% | +256.6% | -127.1% | +20.0% |
| All | +115.2% | +283.8% | -168.6% | +11.1% |
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