+69.9%
ED vs SOXQ
+251.3%
-181.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.9% |
| 7D | -1.9% | +2.3% | -4.2% | -1.7% |
| 30D | +0.1% | -3.9% | +4.0% | -0.1% |
| 3M | 0.0% | -4.7% | +4.7% | 0.0% |
| 6M | -2.5% | +47.9% | -50.4% | -0.4% |
| YTD | +10.1% | +64.3% | -54.2% | +13.0% |
| 1Y | +13.6% | +95.7% | -82.1% | +17.2% |
| 3Y | +32.4% | +231.5% | -199.1% | +33.1% |
| 5Y | +69.9% | +255.0% | -185.1% | +67.8% |
| All | +69.9% | +251.3% | -181.5% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling