+332.7%
CAT vs SOXQ
+269.0%
+63.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +2.9% | +5.2% | -2.3% | +0.5% |
| 30D | -2.6% | -0.5% | -2.1% | -2.4% |
| 3M | -10.7% | -5.6% | -5.0% | -8.5% |
| 6M | +16.1% | +53.0% | -36.9% | -4.1% |
| YTD | +43.2% | +68.8% | -25.5% | +13.7% |
| 1Y | +96.8% | +105.7% | -8.9% | +44.1% |
| 3Y | +201.4% | +240.5% | -39.1% | +76.1% |
| 5Y | +332.7% | +266.8% | +65.9% | +118.7% |
| All | +332.7% | +269.0% | +63.7% | +118.7% |
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 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