+68.6%
ESI vs SOXQ
+258.1%
-189.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.6% |
| 7D | -4.6% | +0.8% | -5.4% | -5.1% |
| 30D | -10.5% | -4.6% | -5.9% | -7.8% |
| 3M | -19.8% | -10.2% | -9.6% | -14.7% |
| 6M | +5.8% | +49.7% | -43.9% | -17.9% |
| YTD | +38.3% | +67.2% | -28.9% | +0.4% |
| 1Y | +31.5% | +98.0% | -66.5% | -14.0% |
| 3Y | +80.7% | +237.2% | -156.5% | -18.7% |
| All | +68.6% | +258.1% | -189.5% | -30.4% |
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 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