+299.6%
CAT vs SOXQ
+279.9%
+19.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.1% |
| 7D | +0.6% | +2.3% | -1.7% | -0.5% |
| 30D | -4.5% | -3.9% | -0.6% | -2.8% |
| 3M | -5.8% | -4.7% | -1.1% | -3.9% |
| 6M | +12.7% | +47.9% | -35.1% | -5.4% |
| YTD | +41.4% | +64.3% | -22.9% | +13.8% |
| 1Y | +92.1% | +95.7% | -3.6% | +44.0% |
| 3Y | +197.5% | +231.5% | -34.1% | +76.9% |
| 5Y | +327.9% | +255.0% | +72.9% | +128.8% |
| All | +299.6% | +279.9% | +19.7% | +110.7% |
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