+86.9%
CBOE vs SOXQ
+232.9%
-146.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.0% |
| 7D | -5.8% | +0.8% | -6.6% | -5.7% |
| 30D | -3.1% | -4.6% | +1.4% | -3.8% |
| 3M | -4.8% | -10.2% | +5.4% | -5.4% |
| 6M | -0.6% | +49.7% | -50.2% | +7.4% |
| YTD | +12.8% | +67.2% | -54.5% | +24.2% |
| 1Y | +19.8% | +98.0% | -78.2% | +35.8% |
| 3Y | +86.9% | +237.2% | -150.2% | +121.3% |
| All | +86.9% | +232.9% | -146.0% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling