-38.8%
DIS vs SOXQ
+283.8%
-322.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.7% |
| 7D | -2.6% | +2.3% | -4.9% | -3.3% |
| 30D | +3.5% | -2.3% | +5.7% | +3.9% |
| 3M | +6.8% | -13.8% | +20.6% | +9.5% |
| 6M | +3.0% | +48.6% | -45.6% | -14.2% |
| YTD | -6.7% | +66.0% | -72.7% | -25.9% |
| 1Y | -10.1% | +107.9% | -118.0% | -35.1% |
| 3Y | +33.0% | +224.1% | -191.1% | -25.8% |
| 5Y | -40.0% | +256.6% | -296.6% | -70.2% |
| All | -38.8% | +283.8% | -322.5% | -70.0% |
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