+73.5%
CSX vs SOXQ
+243.8%
-170.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | +3.1% | +16.4% | -13.3% | -0.2% |
| 30D | +9.7% | -13.9% | +23.6% | +12.7% |
| 3M | +4.9% | -15.1% | +20.1% | +7.8% |
| 6M | +18.4% | -10.2% | +28.5% | +17.9% |
| YTD | +45.9% | +48.7% | -2.8% | +26.5% |
| 1Y | +50.0% | +48.9% | +1.0% | +29.8% |
| 3Y | +78.0% | +197.4% | -119.4% | +19.2% |
| 5Y | +59.2% | +188.2% | -129.0% | +2.1% |
| All | +73.5% | +243.8% | -170.3% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling