-47.7%
ESTC vs SOXQ
+251.3%
-299.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -0.9% | -2.0% |
| 7D | -13.2% | +2.3% | -15.5% | -14.5% |
| 30D | +9.3% | -3.9% | +13.2% | +11.1% |
| 3M | +37.3% | -4.7% | +42.1% | +34.1% |
| 6M | +61.0% | +47.9% | +13.1% | +10.4% |
| YTD | +10.7% | +64.3% | -53.7% | -30.9% |
| 1Y | -7.2% | +95.7% | -102.9% | -50.5% |
| 3Y | +7.2% | +231.5% | -224.3% | -68.9% |
| 5Y | -47.7% | +255.0% | -302.7% | -85.6% |
| All | -47.7% | +251.3% | -299.0% | -85.6% |
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