+129.1%
KEYS vs SOXQ
+286.7%
-157.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.9% |
| 7D | +3.5% | +0.8% | +2.7% | +3.0% |
| 30D | -4.5% | -4.6% | +0.1% | -1.7% |
| 3M | -0.4% | -10.2% | +9.8% | +5.9% |
| 6M | +19.1% | +49.7% | -30.5% | -7.5% |
| YTD | +66.7% | +67.2% | -0.6% | +21.2% |
| 1Y | +96.5% | +98.0% | -1.5% | +28.9% |
| 3Y | +155.2% | +237.2% | -82.0% | +17.0% |
| 5Y | +88.0% | +261.3% | -173.3% | -19.5% |
| All | +129.1% | +286.7% | -157.6% | -3.8% |
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