+57.7%
DD vs SOXQ
+258.1%
-200.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.4% |
| YTD | +6.6% | +67.2% | -60.6% | -17.6% |
| 1Y | +32.0% | +98.0% | -66.0% | -6.0% |
| 3Y | +42.1% | +237.2% | -195.0% | -24.9% |
| All | +57.7% | +258.1% | -200.4% | -24.6% |
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