+152.4%
EWT vs SOXQ
+279.9%
-127.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.3% |
| 7D | -1.1% | +2.3% | -3.4% | -2.2% |
| 30D | +4.8% | -3.9% | +8.7% | +6.7% |
| 3M | +11.1% | -4.7% | +15.9% | +13.2% |
| 6M | +54.6% | +47.9% | +6.7% | +28.4% |
| YTD | +71.4% | +64.3% | +7.1% | +35.5% |
| 1Y | +82.1% | +95.7% | -13.6% | +32.7% |
| 3Y | +193.2% | +231.5% | -38.3% | +65.2% |
| 5Y | +146.1% | +255.0% | -108.9% | +26.3% |
| All | +152.4% | +279.9% | -127.5% | +27.0% |
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