-30.8%
DIS vs SOXQ
+231.9%
-262.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | +1.9% | +8.2% | -6.3% | -0.4% |
| 30D | +9.2% | -13.2% | +22.3% | +12.6% |
| 3M | +13.5% | -18.5% | +32.1% | +18.6% |
| 6M | +14.3% | -15.4% | +29.7% | +14.9% |
| YTD | +5.4% | +43.6% | -38.2% | -13.8% |
| 1Y | +12.2% | +49.2% | -37.1% | -9.9% |
| 3Y | +37.2% | +190.2% | -153.0% | -22.3% |
| 5Y | -23.1% | +178.2% | -201.3% | -59.4% |
| All | -30.8% | +231.9% | -262.8% | -65.2% |
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