+35.5%
DD vs SOXQ
+286.7%
-251.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.0% |
| 7D | -3.5% | +0.8% | -4.3% | -3.8% |
| 30D | -11.7% | -4.6% | -7.1% | -10.1% |
| 3M | -9.2% | -10.2% | +0.9% | -6.9% |
| 6M | -7.2% | +49.7% | -56.9% | -24.3% |
| YTD | +6.6% | +67.2% | -60.6% | -17.4% |
| 1Y | +32.0% | +98.0% | -66.0% | -5.7% |
| 3Y | +42.1% | +237.2% | -195.0% | -24.4% |
| 5Y | +58.1% | +261.3% | -203.2% | -22.6% |
| All | +35.5% | +286.7% | -251.1% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling