-68.5%
EL vs SOXQ
+258.1%
-326.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -6.5% | +0.8% | -7.2% | -6.8% |
| 30D | +11.1% | -4.6% | +15.7% | +13.1% |
| 3M | +10.7% | -10.2% | +20.9% | +13.4% |
| 6M | +6.9% | +49.7% | -42.8% | -17.6% |
| YTD | -6.3% | +67.2% | -73.5% | -32.2% |
| 1Y | +13.5% | +98.0% | -84.5% | -25.6% |
| 3Y | -33.1% | +237.2% | -270.2% | -69.6% |
| All | -68.5% | +258.1% | -326.6% | -86.7% |
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