-35.3%
ESTC vs SOXQ
+288.7%
-324.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.4% |
| 7D | -4.3% | +5.3% | -9.6% | -7.3% |
| 30D | +17.7% | -3.7% | +21.4% | +19.4% |
| 3M | +42.3% | -7.8% | +50.1% | +42.3% |
| 6M | +64.6% | +58.4% | +6.2% | +7.8% |
| YTD | +17.2% | +68.1% | -50.9% | -27.5% |
| 1Y | -4.2% | +105.4% | -109.6% | -50.4% |
| 3Y | +13.5% | +239.2% | -225.7% | -67.0% |
| 5Y | -45.5% | +266.9% | -312.4% | -84.9% |
| All | -35.3% | +288.7% | -324.0% | -82.2% |
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