+72.5%
CART vs SOXQ
+174.1%
-101.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.1% |
| 7D | +3.0% | -12.2% | +15.2% | +5.1% |
| 30D | +28.6% | -28.2% | +56.7% | +35.6% |
| 3M | +29.1% | -22.1% | +51.1% | +33.9% |
| 6M | +44.7% | -18.1% | +62.9% | +45.7% |
| YTD | +29.2% | +32.7% | -3.5% | +12.9% |
| 1Y | +66.2% | +34.1% | +32.0% | +44.1% |
| 3Y | +112.8% | +176.7% | -63.9% | +22.8% |
| All | +72.5% | +174.1% | -101.6% | -2.4% |
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