+168.9%
CBOE vs SOXQ
+279.9%
-111.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.6% |
| 7D | -3.7% | +2.3% | -6.0% | -3.6% |
| 30D | +2.0% | -3.9% | +5.9% | +1.9% |
| 3M | -4.2% | -4.7% | +0.5% | -4.1% |
| 6M | +1.2% | +47.9% | -46.7% | +1.7% |
| YTD | +15.4% | +64.3% | -48.9% | +16.0% |
| 1Y | +23.5% | +95.7% | -72.2% | +24.0% |
| 3Y | +93.2% | +231.5% | -138.3% | +81.1% |
| 5Y | +142.0% | +255.0% | -113.0% | +120.6% |
| All | +168.9% | +279.9% | -111.0% | +142.3% |
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 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