+1.0%
ES vs SOXQ
+286.7%
-285.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -3.6% | +0.8% | -4.3% | -3.6% |
| 30D | -4.2% | -4.6% | +0.3% | -4.1% |
| 3M | +0.1% | -10.2% | +10.3% | +0.3% |
| 6M | -6.2% | +49.7% | -55.9% | -8.6% |
| YTD | +4.1% | +67.2% | -63.2% | +0.7% |
| 1Y | +10.2% | +98.0% | -87.8% | +5.5% |
| 3Y | +26.1% | +237.2% | -211.1% | +12.4% |
| 5Y | -5.3% | +261.3% | -266.6% | -19.9% |
| All | +1.0% | +286.7% | -285.7% | -15.6% |
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