+69.4%
CAPR vs SOXQ
+251.3%
-181.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -2.7% |
| 7D | -10.6% | +2.3% | -12.9% | -11.5% |
| 30D | +111.2% | -3.9% | +115.1% | +115.0% |
| 3M | -67.2% | -4.7% | -62.5% | -66.8% |
| 6M | -75.1% | +47.9% | -123.0% | -80.2% |
| YTD | -71.2% | +64.3% | -135.6% | -78.5% |
| 1Y | +31.1% | +95.7% | -64.6% | -8.5% |
| 3Y | +31.3% | +231.5% | -200.2% | -27.7% |
| 5Y | +69.4% | +255.0% | -185.6% | -18.6% |
| All | +69.4% | +251.3% | -181.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling