+474.0%
CIEN vs SOXQ
+290.2%
+183.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.3% |
| 7D | -4.6% | +5.2% | -9.8% | -8.3% |
| 30D | -12.8% | -0.5% | -12.3% | -12.0% |
| 3M | -23.1% | -5.6% | -17.4% | -19.4% |
| 6M | +6.1% | +53.0% | -46.9% | -21.8% |
| YTD | +44.5% | +68.8% | -24.2% | +0.2% |
| 1Y | +176.6% | +105.7% | +70.9% | +69.1% |
| 3Y | +601.0% | +240.5% | +360.5% | +209.9% |
| 5Y | +509.1% | +266.8% | +242.4% | +142.6% |
| All | +474.0% | +290.2% | +183.8% | +126.2% |
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