+28.3%
CL vs SOXQ
+269.0%
-240.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -2.3% | +5.2% | -7.5% | -2.1% |
| 30D | -5.5% | -0.5% | -5.0% | -5.5% |
| 3M | +0.8% | -5.6% | +6.5% | +0.7% |
| 6M | -4.2% | +53.0% | -57.2% | -3.6% |
| YTD | +13.4% | +68.8% | -55.3% | +14.3% |
| 1Y | +7.1% | +105.7% | -98.7% | +7.9% |
| 3Y | +29.0% | +240.5% | -211.5% | +25.9% |
| 5Y | +28.3% | +266.8% | -238.5% | +20.3% |
| All | +28.3% | +269.0% | -240.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling