+78.7%
CME vs SOXQ
+251.3%
-172.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.3% |
| 7D | -2.4% | +2.3% | -4.7% | -2.3% |
| 30D | +6.2% | -3.9% | +10.1% | +6.1% |
| 3M | +4.4% | -4.7% | +9.1% | +4.3% |
| 6M | -9.6% | +47.9% | -57.5% | -10.6% |
| YTD | +3.8% | +64.3% | -60.5% | +2.3% |
| 1Y | +9.5% | +95.7% | -86.2% | +7.1% |
| 3Y | +51.9% | +231.5% | -179.6% | +37.4% |
| 5Y | +78.7% | +255.0% | -176.3% | +54.6% |
| All | +78.7% | +251.3% | -172.6% | +54.6% |
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 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