-78.8%
CHTR vs SOXQ
+286.7%
-365.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.4% |
| 7D | -4.1% | +0.8% | -4.8% | -4.2% |
| 30D | -3.0% | -4.6% | +1.6% | -2.4% |
| 3M | +4.8% | -10.2% | +14.9% | +5.5% |
| 6M | -35.0% | +49.7% | -84.7% | -42.4% |
| YTD | -30.2% | +67.2% | -97.4% | -40.3% |
| 1Y | -44.8% | +98.0% | -142.8% | -55.1% |
| 3Y | -66.6% | +237.2% | -303.7% | -78.3% |
| 5Y | -81.5% | +261.3% | -342.8% | -89.0% |
| All | -78.8% | +286.7% | -365.4% | -87.4% |
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