+141.0%
MAR vs SOXQ
+290.2%
-149.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.5% | +5.2% | -5.7% | -2.3% |
| 30D | -4.7% | -0.5% | -4.1% | -4.7% |
| 3M | -15.6% | -5.6% | -10.0% | -15.7% |
| 6M | +1.2% | +53.0% | -51.8% | -18.1% |
| YTD | +7.5% | +68.8% | -61.3% | -16.9% |
| 1Y | +26.6% | +105.7% | -79.1% | -11.1% |
| 3Y | +66.0% | +240.5% | -174.5% | -12.8% |
| 5Y | +154.1% | +266.8% | -112.7% | +25.2% |
| All | +141.0% | +290.2% | -149.2% | +18.4% |
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