-45.5%
CMCSA vs SOXQ
+290.2%
-335.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.7% |
| 7D | -8.3% | +5.2% | -13.5% | -8.9% |
| 30D | -2.4% | -0.5% | -1.9% | -2.5% |
| 3M | +4.5% | -5.6% | +10.1% | +4.5% |
| 6M | -18.8% | +53.0% | -71.8% | -26.8% |
| YTD | -8.9% | +68.8% | -77.7% | -20.0% |
| 1Y | -18.3% | +105.7% | -124.0% | -31.8% |
| 3Y | -35.0% | +240.5% | -275.4% | -55.1% |
| 5Y | -48.2% | +266.8% | -314.9% | -67.1% |
| All | -45.5% | +290.2% | -335.7% | -65.4% |
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