+61.0%
EXPE vs SOXQ
+288.7%
-227.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.2% | -8.4% |
| 7D | -9.8% | +5.3% | -15.0% | -11.8% |
| 30D | -11.5% | -3.7% | -7.8% | -10.5% |
| 3M | +21.7% | -7.8% | +29.5% | +21.8% |
| 6M | +10.4% | +58.4% | -48.0% | -19.3% |
| YTD | -2.5% | +68.1% | -70.7% | -31.4% |
| 1Y | +27.3% | +105.4% | -78.0% | -21.0% |
| 3Y | +153.5% | +239.2% | -85.7% | +6.5% |
| 5Y | +91.1% | +266.9% | -175.8% | -25.0% |
| All | +61.0% | +288.7% | -227.8% | -36.3% |
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