+75.9%
DE vs SOXQ
+232.9%
-157.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -2.6% | +0.8% | -3.3% | -2.7% |
| 30D | +9.0% | -4.6% | +13.6% | +9.9% |
| 3M | +19.1% | -10.2% | +29.3% | +21.0% |
| 6M | +14.4% | +49.7% | -35.3% | +3.7% |
| YTD | +45.9% | +67.2% | -21.3% | +29.0% |
| 1Y | +43.6% | +98.0% | -54.4% | +21.4% |
| 3Y | +75.9% | +237.2% | -161.3% | +22.6% |
| All | +75.9% | +232.9% | -157.0% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling