-35.5%
ESTC vs SOXQ
+231.9%
-267.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | +1.0% |
| 7D | +2.4% | +8.2% | -5.8% | -2.3% |
| 30D | -4.2% | -13.2% | +8.9% | +3.2% |
| 3M | +2.5% | -18.5% | +21.0% | +13.2% |
| 6M | +81.5% | -15.4% | +96.9% | +84.9% |
| YTD | +16.8% | +43.6% | -26.7% | -21.8% |
| 1Y | -3.5% | +49.2% | -52.7% | -37.4% |
| 3Y | +17.7% | +190.2% | -172.5% | -62.8% |
| 5Y | -51.7% | +178.2% | -229.9% | -84.4% |
| All | -35.5% | +231.9% | -267.4% | -80.7% |
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