+198.7%
CAT vs SOXQ
+231.9%
-33.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | +0.8% |
| 7D | +7.4% | +8.2% | -0.7% | +3.5% |
| 30D | -19.7% | -13.2% | -6.5% | -14.4% |
| 3M | -29.6% | -18.5% | -11.1% | -22.8% |
| 6M | -33.2% | -15.4% | -17.7% | -28.4% |
| YTD | +5.7% | +43.6% | -37.9% | -9.7% |
| 1Y | +9.3% | +49.2% | -39.9% | -8.1% |
| 3Y | +158.3% | +190.2% | -31.9% | +63.1% |
| 5Y | +211.6% | +178.2% | +33.4% | +86.4% |
| All | +198.7% | +231.9% | -33.3% | +67.2% |
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 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