-33.7%
CMCSA vs SOXQ
+232.9%
-266.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -4.9% | +0.8% | -5.6% | -4.9% |
| 30D | -1.1% | -4.6% | +3.5% | -0.9% |
| 3M | +6.6% | -10.2% | +16.7% | +7.0% |
| 6M | -15.5% | +49.7% | -65.1% | -19.5% |
| YTD | -6.7% | +67.2% | -73.9% | -12.6% |
| 1Y | -15.6% | +98.0% | -113.6% | -23.1% |
| 3Y | -33.7% | +237.2% | -270.8% | -51.7% |
| All | -33.7% | +232.9% | -266.6% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling