-42.5%
DOW vs SOXQ
+290.2%
-332.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -6.0% | +5.2% | -11.3% | -7.4% |
| 30D | -2.7% | -0.5% | -2.2% | -2.8% |
| 3M | -10.5% | -5.6% | -4.8% | -10.8% |
| 6M | -12.4% | +53.0% | -65.5% | -27.3% |
| YTD | +30.0% | +68.8% | -38.7% | +3.5% |
| 1Y | +27.8% | +105.7% | -77.9% | -5.8% |
| 3Y | -34.9% | +240.5% | -275.4% | -61.6% |
| 5Y | -35.9% | +266.8% | -302.6% | -66.0% |
| All | -42.5% | +290.2% | -332.7% | -70.1% |
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