+6.9%
ES vs SOXQ
+231.9%
-225.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.9% |
| 7D | +2.7% | +8.2% | -5.5% | +2.6% |
| 30D | +7.6% | -13.2% | +20.7% | +7.9% |
| 3M | +0.5% | -18.5% | +19.0% | +0.9% |
| 6M | +7.6% | -15.4% | +23.0% | +7.5% |
| YTD | +10.2% | +43.6% | -33.4% | +7.0% |
| 1Y | +1.8% | +49.2% | -47.4% | -1.4% |
| 3Y | +55.4% | +190.2% | -134.8% | +39.0% |
| 5Y | +7.3% | +178.2% | -170.9% | -9.3% |
| All | +6.9% | +231.9% | -225.0% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling