-4.3%
ES vs SOXQ
+269.0%
-273.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | +5.2% | -5.2% | -0.2% |
| 30D | -1.0% | -0.5% | -0.5% | -1.0% |
| 3M | +1.5% | -5.6% | +7.1% | +1.4% |
| 6M | -3.5% | +53.0% | -56.5% | -6.0% |
| YTD | +7.0% | +68.8% | -61.8% | +3.5% |
| 1Y | +15.3% | +105.7% | -90.4% | +10.2% |
| 3Y | +30.2% | +240.5% | -210.3% | +15.8% |
| 5Y | -4.3% | +266.8% | -271.1% | -19.9% |
| All | -4.3% | +269.0% | -273.3% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling