+55.4%
ES vs SOXQ
+189.0%
-133.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.7% |
| 7D | +2.7% | +8.2% | -5.5% | +3.1% |
| 30D | +7.6% | -13.2% | +20.7% | +7.2% |
| 3M | +0.5% | -18.5% | +19.0% | 0.0% |
| 6M | +7.6% | -15.4% | +23.0% | +7.1% |
| YTD | +10.2% | +43.6% | -33.4% | +10.1% |
| 1Y | +1.8% | +49.2% | -47.4% | +1.7% |
| 3Y | +55.4% | +190.2% | -134.8% | +34.9% |
| All | +55.4% | +189.0% | -133.6% | +34.9% |
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