-41.9%
IT vs SOXQ
+258.1%
-300.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.8% |
| 7D | -3.7% | +0.8% | -4.4% | -3.9% |
| 30D | +0.1% | -4.6% | +4.6% | +1.0% |
| 3M | +20.7% | -10.2% | +30.8% | +21.2% |
| 6M | +12.0% | +49.7% | -37.7% | -9.2% |
| YTD | -28.8% | +67.2% | -96.1% | -45.0% |
| 1Y | -25.5% | +98.0% | -123.5% | -46.9% |
| 3Y | -48.8% | +237.2% | -285.9% | -73.4% |
| All | -41.9% | +258.1% | -300.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling