+35.9%
DD vs SOXQ
+279.9%
-244.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.6% |
| 7D | -2.9% | +2.3% | -5.2% | -3.8% |
| 30D | -11.5% | -3.9% | -7.6% | -10.2% |
| 3M | -5.4% | -4.7% | -0.7% | -5.5% |
| 6M | -6.9% | +47.9% | -54.8% | -23.7% |
| YTD | +6.9% | +64.3% | -57.4% | -16.6% |
| 1Y | +35.6% | +95.7% | -60.1% | -2.7% |
| 3Y | +42.5% | +231.5% | -189.0% | -23.6% |
| 5Y | +58.5% | +255.0% | -196.5% | -21.8% |
| All | +35.9% | +279.9% | -244.0% | -33.9% |
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