+32.1%
ES vs SOXQ
+237.4%
-205.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +1.4% | +5.3% | -3.9% | +1.5% |
| 30D | -1.2% | -3.7% | +2.5% | -1.2% |
| 3M | +5.0% | -7.8% | +12.8% | +4.9% |
| 6M | -2.8% | +58.4% | -61.2% | -2.9% |
| YTD | +8.6% | +68.1% | -59.6% | +8.4% |
| 1Y | +18.9% | +105.4% | -86.4% | +18.6% |
| 3Y | +32.1% | +239.2% | -207.1% | +16.9% |
| All | +32.1% | +237.4% | -205.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling