-64.4%
EL vs SOXQ
+290.2%
-354.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -2.4% | +5.2% | -7.6% | -4.5% |
| 30D | +13.7% | -0.5% | +14.2% | +13.5% |
| 3M | +14.5% | -5.6% | +20.1% | +14.4% |
| 6M | +7.4% | +53.0% | -45.6% | -17.9% |
| YTD | -4.7% | +68.8% | -73.5% | -31.3% |
| 1Y | +12.9% | +105.7% | -92.8% | -27.3% |
| 3Y | -32.2% | +240.5% | -272.7% | -69.2% |
| 5Y | -68.4% | +266.8% | -335.2% | -86.7% |
| All | -64.4% | +290.2% | -354.6% | -85.4% |
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 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