-2.3%
LEN vs SOXQ
+290.2%
-292.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -3.4% | +5.2% | -8.6% | -5.1% |
| 30D | -5.7% | -0.5% | -5.1% | -5.7% |
| 3M | -12.2% | -5.6% | -6.6% | -12.0% |
| 6M | -18.3% | +53.0% | -71.3% | -32.4% |
| YTD | -20.2% | +68.8% | -89.0% | -36.8% |
| 1Y | -40.1% | +105.7% | -145.8% | -56.6% |
| 3Y | -26.2% | +240.5% | -266.7% | -61.2% |
| 5Y | -9.8% | +266.8% | -276.6% | -55.1% |
| All | -2.3% | +290.2% | -292.5% | -51.2% |
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