-27.2%
IT vs SOXQ
+290.2%
-317.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -9.1% | +5.2% | -14.4% | -10.4% |
| 30D | -12.2% | -0.5% | -11.6% | -12.3% |
| 3M | +7.8% | -5.6% | +13.4% | +6.3% |
| 6M | +2.0% | +53.0% | -51.0% | -17.6% |
| YTD | -32.7% | +68.8% | -101.5% | -48.0% |
| 1Y | -31.1% | +105.7% | -136.8% | -51.3% |
| 3Y | -52.1% | +240.5% | -292.6% | -74.8% |
| 5Y | -46.3% | +266.8% | -313.0% | -72.5% |
| All | -27.2% | +290.2% | -317.4% | -62.6% |
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