+60.1%
CME vs SOXQ
+288.7%
-228.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.9% | +5.3% | -8.2% | -2.8% |
| 30D | +5.5% | -3.7% | +9.2% | +5.5% |
| 3M | +11.0% | -7.8% | +18.8% | +10.9% |
| 6M | -9.7% | +58.4% | -68.1% | -10.8% |
| YTD | +4.9% | +68.1% | -63.3% | +3.3% |
| 1Y | +10.1% | +105.4% | -95.3% | +7.4% |
| 3Y | +53.5% | +239.2% | -185.7% | +38.6% |
| 5Y | +77.2% | +266.9% | -189.7% | +52.7% |
| All | +60.1% | +288.7% | -228.7% | +37.0% |
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