-39.0%
ESTC vs SOXQ
+286.7%
-325.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | -9.2% | +0.8% | -9.9% | -9.6% |
| 30D | +8.1% | -4.6% | +12.6% | +10.3% |
| 3M | +38.5% | -10.2% | +48.6% | +41.4% |
| 6M | +57.8% | +49.7% | +8.1% | +7.9% |
| YTD | +10.5% | +67.2% | -56.7% | -31.4% |
| 1Y | -6.4% | +98.0% | -104.4% | -50.1% |
| 3Y | +4.7% | +237.2% | -232.5% | -69.4% |
| 5Y | -47.8% | +261.3% | -309.1% | -85.4% |
| All | -39.0% | +286.7% | -325.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling