+13.3%
HD vs SOXQ
+286.7%
-273.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | -9.4% | -4.6% | -4.9% | -8.5% |
| 3M | -4.6% | -10.2% | +5.6% | -3.2% |
| 6M | -10.1% | +49.7% | -59.8% | -21.7% |
| YTD | -8.3% | +67.2% | -75.6% | -23.0% |
| 1Y | -25.0% | +98.0% | -123.0% | -40.6% |
| 3Y | +1.5% | +237.2% | -235.6% | -36.6% |
| 5Y | +5.6% | +261.3% | -255.7% | -38.1% |
| All | +13.3% | +286.7% | -273.3% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling