+107.7%
CTAS vs SOXQ
+258.1%
-150.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.2% |
| 7D | +0.5% | +0.8% | -0.2% | +0.4% |
| 30D | -0.7% | -4.6% | +3.8% | +0.1% |
| 3M | +11.1% | -10.2% | +21.2% | +12.1% |
| 6M | +2.1% | +49.7% | -47.5% | -11.4% |
| YTD | +8.0% | +67.2% | -59.3% | -9.8% |
| 1Y | -0.5% | +98.0% | -98.5% | -21.6% |
| 3Y | +66.2% | +237.2% | -170.9% | +2.5% |
| All | +107.7% | +258.1% | -150.4% | +19.1% |
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