+19.0%
CL vs SOXQ
+279.9%
-260.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.3% |
| 7D | -2.4% | +2.3% | -4.8% | -2.3% |
| 30D | -4.8% | -3.9% | -0.9% | -4.9% |
| 3M | -1.7% | -4.7% | +3.0% | -1.8% |
| 6M | -3.8% | +47.9% | -51.7% | -3.3% |
| YTD | +13.3% | +64.3% | -51.1% | +14.0% |
| 1Y | +8.3% | +95.7% | -87.4% | +9.0% |
| 3Y | +28.8% | +231.5% | -202.7% | +25.7% |
| 5Y | +28.5% | +255.0% | -226.4% | +21.1% |
| All | +19.0% | +279.9% | -260.9% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling