-35.8%
EFX vs SOXQ
+258.1%
-293.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 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% | +7.2% |
| 6M | -11.2% | +49.7% | -60.9% | -28.8% |
| YTD | -21.4% | +67.2% | -88.7% | -40.3% |
| 1Y | -34.3% | +98.0% | -132.3% | -54.4% |
| 3Y | -12.5% | +237.2% | -249.7% | -56.8% |
| All | -35.8% | +258.1% | -293.9% | -70.7% |
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