-17.0%
LVS vs SOXQ
+290.2%
-307.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.7% | +5.2% | -8.0% | -4.6% |
| 30D | -4.7% | -0.5% | -4.2% | -4.8% |
| 3M | -15.6% | -5.6% | -9.9% | -15.9% |
| 6M | -18.6% | +53.0% | -71.7% | -36.2% |
| YTD | -32.3% | +68.8% | -101.0% | -49.7% |
| 1Y | -18.0% | +105.7% | -123.8% | -45.2% |
| 3Y | -5.8% | +240.5% | -246.3% | -55.4% |
| 5Y | +5.7% | +266.8% | -261.0% | -51.7% |
| All | -17.0% | +290.2% | -307.2% | -61.7% |
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