+16.7%
CSX vs SOXQ
-10.9%
+27.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +1.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | +8.7% | -13.6% | +22.3% | +8.5% |
| 3M | +4.2% | -12.5% | +16.7% | +4.0% |
| 6M | +16.7% | -12.4% | +29.0% | +16.2% |
| All | +16.7% | -10.9% | +27.6% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling