-28.2%
EW vs SOXQ
+251.3%
-279.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.4% |
| 7D | -3.4% | +2.3% | -5.7% | -4.0% |
| 30D | -7.4% | -3.9% | -3.5% | -6.6% |
| 3M | +0.9% | -4.7% | +5.6% | +0.3% |
| 6M | +1.2% | +47.9% | -46.7% | -13.5% |
| YTD | +1.8% | +64.3% | -62.5% | -16.1% |
| 1Y | +10.8% | +95.7% | -84.9% | -14.5% |
| 3Y | +17.1% | +231.5% | -214.4% | -30.1% |
| 5Y | -28.2% | +255.0% | -283.2% | -60.0% |
| All | -28.2% | +251.3% | -279.5% | -60.0% |
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