+69.6%
CSX vs SOXQ
+251.3%
-181.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | -1.5% | -3.9% | +2.4% | -0.7% |
| 3M | +6.0% | -4.7% | +10.7% | +5.8% |
| 6M | +20.6% | +47.9% | -27.3% | +6.3% |
| YTD | +36.5% | +64.3% | -27.8% | +16.7% |
| 1Y | +55.0% | +95.7% | -40.7% | +25.6% |
| 3Y | +70.8% | +231.5% | -160.7% | +11.9% |
| 5Y | +69.6% | +255.0% | -185.4% | +3.2% |
| All | +69.6% | +251.3% | -181.8% | +3.2% |
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