+57.1%
EXC vs SOXQ
+283.8%
-226.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.1% |
| 7D | +0.3% | +2.3% | -2.1% | +0.3% |
| 30D | -3.7% | -2.3% | -1.5% | -3.7% |
| 3M | -1.3% | -13.8% | +12.5% | -1.2% |
| 6M | -9.7% | +48.6% | -58.3% | -11.0% |
| YTD | +2.9% | +66.0% | -63.1% | +1.0% |
| 1Y | +4.4% | +107.9% | -103.5% | +1.4% |
| 3Y | +22.2% | +224.1% | -201.9% | +10.7% |
| 5Y | +46.7% | +256.6% | -209.9% | +24.6% |
| All | +57.1% | +283.8% | -226.7% | +32.1% |
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