+118.4%
EXE vs SOXQ
+290.2%
-171.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.7% | +5.2% | -8.0% | -3.6% |
| 30D | -0.4% | -0.5% | +0.2% | -0.4% |
| 3M | +9.5% | -5.6% | +15.1% | +9.6% |
| 6M | -9.3% | +53.0% | -62.4% | -19.7% |
| YTD | -10.9% | +68.8% | -79.7% | -23.4% |
| 1Y | +4.3% | +105.7% | -101.4% | -15.2% |
| 3Y | +18.8% | +240.5% | -221.7% | -19.1% |
| 5Y | +101.4% | +266.8% | -165.4% | +27.8% |
| All | +118.4% | +290.2% | -171.8% | +39.1% |
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