+7.5%
D vs SOXQ
+283.8%
-276.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.4% |
| 7D | +1.5% | +2.3% | -0.9% | +1.4% |
| 30D | -2.6% | -2.3% | -0.3% | -2.6% |
| 3M | 0.0% | -13.8% | +13.8% | +0.1% |
| 6M | +7.4% | +48.6% | -41.3% | +6.5% |
| YTD | +15.9% | +66.0% | -50.1% | +14.7% |
| 1Y | +18.1% | +107.9% | -89.8% | +16.2% |
| 3Y | +58.4% | +224.1% | -165.8% | +49.1% |
| 5Y | +5.2% | +256.6% | -251.4% | -4.4% |
| All | +7.5% | +283.8% | -276.3% | -2.2% |
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 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