+60.2%
IR vs SOXQ
+283.8%
-223.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.1% |
| 7D | -2.8% | +2.3% | -5.2% | -3.8% |
| 30D | -15.1% | -2.3% | -12.9% | -14.5% |
| 3M | +6.1% | -13.8% | +19.8% | +10.4% |
| 6M | -16.8% | +48.6% | -65.4% | -33.7% |
| YTD | -3.5% | +66.0% | -69.5% | -27.4% |
| 1Y | -3.5% | +107.9% | -111.4% | -35.5% |
| 3Y | +9.5% | +224.1% | -214.7% | -43.7% |
| 5Y | +45.1% | +256.6% | -211.5% | -32.1% |
| All | +60.2% | +283.8% | -223.6% | -25.4% |
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