+67.1%
CSX vs SOXQ
+228.4%
-161.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.3% | +1.3% |
| 7D | -2.2% | -2.9% | +0.6% | -1.9% |
| 30D | +6.8% | -20.1% | +26.9% | +11.5% |
| 3M | +0.7% | -18.6% | +19.3% | +4.4% |
| 6M | +13.3% | -14.6% | +27.9% | +14.1% |
| YTD | +40.5% | +42.1% | -1.5% | +23.1% |
| 1Y | +44.7% | +45.2% | -0.5% | +25.7% |
| 3Y | +74.5% | +195.3% | -120.8% | +16.4% |
| 5Y | +52.0% | +174.8% | -122.8% | -1.5% |
| All | +67.1% | +228.4% | -161.3% | +2.5% |
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