+42.4%
CART vs SOXQ
+247.2%
-204.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.3% |
| 7D | -4.1% | +5.3% | -9.4% | -5.0% |
| 30D | -4.3% | -3.7% | -0.6% | -3.8% |
| 3M | +13.1% | -7.8% | +20.9% | +13.8% |
| 6M | +26.0% | +58.4% | -32.4% | +9.1% |
| YTD | +6.7% | +68.1% | -61.4% | -10.0% |
| 1Y | +6.3% | +105.4% | -99.1% | -16.9% |
| All | +42.4% | +247.2% | -204.7% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling