+4.9%
CRM vs SOXQ
+286.7%
-281.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.3% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +28.1% | -4.6% | +32.7% | +30.0% |
| 3M | +48.8% | -10.2% | +59.0% | +50.4% |
| 6M | +28.3% | +49.7% | -21.4% | -1.4% |
| YTD | -6.0% | +67.2% | -73.3% | -32.5% |
| 1Y | +1.4% | +98.0% | -96.6% | -34.3% |
| 3Y | +11.8% | +237.2% | -225.3% | -51.7% |
| 5Y | -2.0% | +261.3% | -263.3% | -59.9% |
| All | +4.9% | +286.7% | -281.8% | -58.1% |
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