-60.5%
MKTX vs SOXQ
+286.7%
-347.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +0.7% | -4.6% | +5.3% | +1.3% |
| 3M | +40.8% | -10.2% | +51.0% | +41.3% |
| 6M | -8.0% | +49.7% | -57.7% | -15.3% |
| YTD | -8.7% | +67.2% | -76.0% | -17.8% |
| 1Y | -11.8% | +98.0% | -109.8% | -23.7% |
| 3Y | -24.0% | +237.2% | -261.2% | -47.6% |
| 5Y | -60.3% | +261.3% | -321.6% | -75.2% |
| All | -60.5% | +286.7% | -347.1% | -76.1% |
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