+48.7%
ICE vs SOXQ
+290.2%
-241.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.9% | +5.2% | -6.1% | -1.5% |
| 30D | +4.0% | -0.5% | +4.5% | +3.9% |
| 3M | +11.0% | -5.6% | +16.6% | +10.7% |
| 6M | -5.0% | +53.0% | -58.0% | -14.1% |
| YTD | -2.7% | +68.8% | -71.5% | -14.0% |
| 1Y | -8.6% | +105.7% | -114.4% | -23.0% |
| 3Y | +41.4% | +240.5% | -199.1% | -0.2% |
| 5Y | +39.9% | +266.8% | -226.9% | -8.2% |
| All | +48.7% | +290.2% | -241.5% | -3.1% |
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