-56.1%
ETSY vs SOXQ
+286.7%
-342.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.8% |
| 7D | -4.9% | +0.8% | -5.7% | -5.3% |
| 30D | -8.6% | -4.6% | -4.1% | -7.1% |
| 3M | +4.8% | -10.2% | +14.9% | +6.9% |
| 6M | +38.1% | +49.7% | -11.6% | +2.0% |
| YTD | +31.2% | +67.2% | -36.0% | -10.2% |
| 1Y | +22.1% | +98.0% | -75.9% | -25.7% |
| 3Y | +12.2% | +237.2% | -224.9% | -60.5% |
| 5Y | -66.5% | +261.3% | -327.8% | -88.6% |
| All | -56.1% | +286.7% | -342.8% | -85.7% |
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 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