-23.8%
EFX vs SOXQ
+286.7%
-310.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -4.5% | +0.8% | -5.3% | -4.8% |
| 30D | -6.1% | -4.6% | -1.5% | -5.1% |
| 3M | +6.2% | -10.2% | +16.4% | +7.1% |
| 6M | -11.2% | +49.7% | -60.9% | -28.5% |
| YTD | -21.4% | +67.2% | -88.7% | -40.0% |
| 1Y | -34.3% | +98.0% | -132.3% | -54.1% |
| 3Y | -12.5% | +237.2% | -249.7% | -56.1% |
| 5Y | -35.6% | +261.3% | -296.9% | -69.6% |
| All | -23.8% | +286.7% | -310.4% | -63.9% |
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