-33.5%
EL vs SOXQ
+227.1%
-260.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -4.4% | +2.3% | -6.7% | -5.1% |
| 30D | +10.3% | -3.9% | +14.2% | +11.5% |
| 3M | +13.4% | -4.7% | +18.1% | +12.7% |
| 6M | +3.1% | +47.9% | -44.8% | -16.8% |
| YTD | -6.9% | +64.3% | -71.2% | -28.6% |
| 1Y | +11.9% | +95.7% | -83.8% | -21.1% |
| All | -33.5% | +227.1% | -260.6% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling