+112.5%
DE vs SOXQ
+279.9%
-167.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | +9.7% | -3.9% | +13.6% | +10.6% |
| 3M | +21.4% | -4.7% | +26.1% | +21.6% |
| 6M | +15.0% | +47.9% | -32.9% | +2.2% |
| YTD | +46.4% | +64.3% | -17.9% | +26.3% |
| 1Y | +45.6% | +95.7% | -50.1% | +19.0% |
| 3Y | +76.8% | +231.5% | -154.7% | +18.3% |
| 5Y | +99.4% | +255.0% | -155.6% | +22.1% |
| All | +112.5% | +279.9% | -167.4% | +29.2% |
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 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