+39.0%
CBOE vs SOXQ
+45.5%
-6.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -0.3% |
| 7D | +7.7% | -12.1% | +19.8% | +5.4% |
| 30D | +24.4% | -22.0% | +46.5% | +20.0% |
| 3M | +20.0% | -15.6% | +35.6% | +17.2% |
| 6M | +2.4% | -2.4% | +4.7% | +3.4% |
| YTD | +38.5% | +45.4% | -6.8% | +47.8% |
| 1Y | +39.0% | +47.7% | -8.7% | +48.3% |
| All | +39.0% | +45.5% | -6.5% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling