-11.5%
KEEL vs SOXQ
+286.7%
-298.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +1.4% |
| 7D | +2.9% | +0.8% | +2.1% | +2.2% |
| 30D | +0.8% | -4.6% | +5.4% | +8.8% |
| 3M | -35.3% | -10.2% | -25.2% | -25.0% |
| 6M | +59.4% | +49.7% | +9.7% | -6.5% |
| YTD | +51.9% | +67.2% | -15.3% | -21.8% |
| 1Y | +75.0% | +98.0% | -23.0% | -26.1% |
| 3Y | +224.5% | +237.2% | -12.6% | -39.9% |
| 5Y | -35.9% | +261.3% | -297.2% | -87.5% |
| All | -11.5% | +286.7% | -298.2% | -83.6% |
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