+43.0%
EXC vs SOXQ
+258.1%
-215.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -3.6% | -4.6% | +0.9% | -3.6% |
| 3M | -4.3% | -10.2% | +5.9% | -4.2% |
| 6M | -9.9% | +49.7% | -59.6% | -11.2% |
| YTD | +1.8% | +67.2% | -65.5% | -0.1% |
| 1Y | +2.9% | +98.0% | -95.1% | +0.2% |
| 3Y | +19.1% | +237.2% | -218.1% | +7.1% |
| All | +43.0% | +258.1% | -215.1% | +18.9% |
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