-13.3%
EW vs SOXQ
+288.7%
-302.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.9% |
| 7D | -4.4% | +5.3% | -9.7% | -5.7% |
| 30D | -3.3% | -3.7% | +0.4% | -2.6% |
| 3M | +1.0% | -7.8% | +8.8% | +1.5% |
| 6M | +6.2% | +58.4% | -52.2% | -10.7% |
| YTD | +1.7% | +68.1% | -66.4% | -16.3% |
| 1Y | +8.1% | +105.4% | -97.3% | -17.4% |
| 3Y | +17.1% | +239.2% | -222.1% | -29.7% |
| 5Y | -29.4% | +266.9% | -296.3% | -59.5% |
| All | -13.3% | +288.7% | -302.0% | -50.0% |
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 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