+74.0%
ENB vs SOXQ
+290.2%
-216.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -0.3% | +5.2% | -5.6% | -0.8% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | -8.5% | -5.6% | -2.8% | -8.5% |
| 6M | -4.5% | +53.0% | -57.6% | -10.2% |
| YTD | +9.1% | +68.8% | -59.7% | +1.2% |
| 1Y | +8.0% | +105.7% | -97.8% | -2.8% |
| 3Y | +77.8% | +240.5% | -162.7% | +42.0% |
| 5Y | +69.4% | +266.8% | -197.4% | +25.0% |
| All | +74.0% | +290.2% | -216.2% | +27.2% |
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