+162.9%
CBOE vs SOXQ
+286.7%
-123.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -5.8% | +0.8% | -6.6% | -5.8% |
| 30D | -3.1% | -4.6% | +1.4% | -3.3% |
| 3M | -4.8% | -10.2% | +5.4% | -4.7% |
| 6M | -0.6% | +49.7% | -50.2% | 0.0% |
| YTD | +12.8% | +67.2% | -54.5% | +13.5% |
| 1Y | +19.8% | +98.0% | -78.2% | +20.3% |
| 3Y | +86.9% | +237.2% | -150.2% | +75.3% |
| 5Y | +136.5% | +261.3% | -124.8% | +115.8% |
| All | +162.9% | +286.7% | -123.8% | +137.0% |
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