+105.1%
CTVA vs SOXQ
+258.1%
-153.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -4.5% | +0.8% | -5.3% | -4.6% |
| 30D | +11.3% | -4.6% | +15.9% | +12.0% |
| 3M | +12.3% | -10.2% | +22.5% | +13.4% |
| 6M | +7.2% | +49.7% | -42.5% | -2.5% |
| YTD | +26.0% | +67.2% | -41.2% | +11.9% |
| 1Y | +16.0% | +98.0% | -82.0% | -1.0% |
| 3Y | +73.9% | +237.2% | -163.3% | +27.7% |
| All | +105.1% | +258.1% | -153.0% | +37.5% |
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 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