+120.1%
CDNS vs SOXQ
+290.2%
-170.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -7.2% | +5.2% | -12.4% | -10.2% |
| 30D | -14.3% | -0.5% | -13.7% | -14.2% |
| 3M | -27.2% | -5.6% | -21.6% | -27.0% |
| 6M | -4.5% | +53.0% | -57.5% | -31.8% |
| YTD | -9.0% | +68.8% | -77.7% | -39.5% |
| 1Y | -21.3% | +105.7% | -127.1% | -55.0% |
| 3Y | +19.6% | +240.5% | -220.9% | -53.9% |
| 5Y | +71.5% | +266.8% | -195.2% | -37.3% |
| All | +120.1% | +290.2% | -170.1% | -21.8% |
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