+257.6%
CRWD vs SOXQ
+286.7%
-29.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.1% |
| 7D | -3.0% | +0.8% | -3.7% | -3.5% |
| 30D | -6.8% | -4.6% | -2.2% | -4.0% |
| 3M | +19.6% | -10.2% | +29.7% | +24.6% |
| 6M | +87.1% | +49.7% | +37.4% | +33.0% |
| YTD | +76.4% | +67.2% | +9.2% | +14.2% |
| 1Y | +90.8% | +98.0% | -7.2% | +8.4% |
| 3Y | +380.0% | +237.2% | +142.8% | +70.2% |
| 5Y | +215.6% | +261.3% | -45.7% | +4.6% |
| All | +257.6% | +286.7% | -29.1% | +15.7% |
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