-24.2%
EFX vs SOXQ
+279.9%
-304.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | -11.1% | +2.3% | -13.5% | -11.8% |
| 30D | -7.4% | -3.9% | -3.5% | -6.6% |
| 3M | +1.5% | -4.7% | +6.2% | -0.2% |
| 6M | -13.7% | +47.9% | -61.6% | -30.3% |
| YTD | -21.9% | +64.3% | -86.2% | -40.0% |
| 1Y | -30.8% | +95.7% | -126.5% | -51.6% |
| 3Y | -12.4% | +231.5% | -243.9% | -55.8% |
| 5Y | -35.9% | +255.0% | -290.9% | -69.6% |
| All | -24.2% | +279.9% | -304.1% | -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 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