+99.6%
DE vs SOXQ
+258.1%
-158.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | +9.0% | -4.6% | +13.6% | +10.1% |
| 3M | +19.1% | -10.2% | +29.3% | +21.3% |
| 6M | +14.4% | +49.7% | -35.3% | +1.3% |
| YTD | +45.9% | +67.2% | -21.3% | +25.2% |
| 1Y | +43.6% | +98.0% | -54.4% | +16.9% |
| 3Y | +75.9% | +237.2% | -161.3% | +16.9% |
| All | +99.6% | +258.1% | -158.5% | +19.2% |
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 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