+55.7%
ESI vs SOXQ
+290.2%
-234.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +3.9% | +5.2% | -1.3% | +0.7% |
| 30D | -3.8% | -0.5% | -3.3% | -3.4% |
| 3M | -13.1% | -5.6% | -7.5% | -10.3% |
| 6M | +11.3% | +53.0% | -41.7% | -14.6% |
| YTD | +44.1% | +68.8% | -24.7% | +4.3% |
| 1Y | +40.3% | +105.7% | -65.4% | -9.9% |
| 3Y | +84.1% | +240.5% | -156.4% | -16.8% |
| 5Y | +75.8% | +266.8% | -191.0% | -27.0% |
| All | +55.7% | +290.2% | -234.5% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling