+606.9%
GEV vs SOXQ
+139.8%
+467.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -0.8% |
| 7D | -1.9% | +2.3% | -4.2% | -3.6% |
| 30D | -8.7% | -3.9% | -4.8% | -5.9% |
| 3M | +6.6% | -4.7% | +11.3% | +9.5% |
| 6M | +10.2% | +47.9% | -37.7% | -22.1% |
| YTD | +41.6% | +64.3% | -22.7% | -8.5% |
| 1Y | +43.9% | +95.7% | -51.8% | -19.4% |
| All | +606.9% | +139.8% | +467.1% | +237.7% |
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