+36.4%
ECL vs SOXQ
+286.7%
-250.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -0.8% | -4.6% | +3.8% | +0.1% |
| 3M | +5.0% | -10.2% | +15.2% | +6.3% |
| 6M | +0.2% | +49.7% | -49.4% | -12.4% |
| YTD | +5.8% | +67.2% | -61.5% | -10.7% |
| 1Y | +1.5% | +98.0% | -96.5% | -18.9% |
| 3Y | +55.0% | +237.2% | -182.2% | -3.0% |
| 5Y | +29.3% | +261.3% | -232.0% | -26.6% |
| All | +36.4% | +286.7% | -250.2% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling