-28.1%
COMP vs SOXQ
+265.0%
-293.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.2% |
| 7D | +4.1% | +5.3% | -1.2% | +0.3% |
| 30D | -14.5% | -3.7% | -10.8% | -12.7% |
| 3M | +41.8% | -7.8% | +49.6% | +44.4% |
| 6M | +23.6% | +58.4% | -34.8% | -18.9% |
| YTD | +1.7% | +68.1% | -66.4% | -37.0% |
| 1Y | +12.6% | +105.4% | -92.8% | -42.4% |
| 3Y | +221.9% | +239.2% | -17.4% | -15.3% |
| 5Y | -28.1% | +266.9% | -295.0% | -83.0% |
| All | -28.1% | +265.0% | -293.1% | -83.0% |
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 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