+189.6%
ET vs SOXQ
+290.2%
-100.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +0.6% | +5.2% | -4.6% | -0.3% |
| 30D | +5.3% | -0.5% | +5.8% | +5.3% |
| 3M | +15.6% | -5.6% | +21.3% | +15.6% |
| 6M | +20.6% | +53.0% | -32.4% | +6.5% |
| YTD | +38.5% | +68.8% | -30.2% | +18.9% |
| 1Y | +35.7% | +105.7% | -70.0% | +10.0% |
| 3Y | +98.4% | +240.5% | -142.1% | +36.4% |
| 5Y | +245.3% | +266.8% | -21.5% | +119.8% |
| All | +189.6% | +290.2% | -100.6% | +83.2% |
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