+30.5%
F vs SOXQ
+283.8%
-253.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | 0.0% |
| 7D | +5.3% | +2.3% | +3.0% | +4.3% |
| 30D | +4.6% | -2.3% | +6.8% | +5.3% |
| 3M | -3.7% | -13.8% | +10.1% | +0.4% |
| 6M | +16.8% | +48.6% | -31.8% | -6.8% |
| YTD | +15.3% | +66.0% | -50.7% | -13.2% |
| 1Y | +31.0% | +107.9% | -76.9% | -12.6% |
| 3Y | +45.4% | +224.1% | -178.7% | -31.6% |
| 5Y | +54.7% | +256.6% | -201.9% | -33.4% |
| All | +30.5% | +283.8% | -253.3% | -44.3% |
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