-29.9%
INTU vs SOXQ
+288.7%
-318.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -7.5% | +5.3% | -12.8% | -9.3% |
| 30D | -1.9% | -3.7% | +1.8% | -1.0% |
| 3M | +4.9% | -7.8% | +12.7% | +4.4% |
| 6M | -33.2% | +58.4% | -91.6% | -50.9% |
| YTD | -51.4% | +68.1% | -119.5% | -65.9% |
| 1Y | -52.0% | +105.4% | -157.4% | -70.4% |
| 3Y | -40.7% | +239.2% | -279.9% | -76.5% |
| 5Y | -41.7% | +266.9% | -308.6% | -78.3% |
| All | -29.9% | +288.7% | -318.6% | -74.2% |
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