+179.4%
MS vs SOXQ
+283.8%
-104.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -1.1% |
| 7D | +1.4% | +2.3% | -1.0% | +0.4% |
| 30D | -0.3% | -2.3% | +2.0% | +0.4% |
| 3M | +0.3% | -13.8% | +14.1% | +4.5% |
| 6M | +31.3% | +48.6% | -17.3% | +7.1% |
| YTD | +24.7% | +66.0% | -41.3% | -3.4% |
| 1Y | +47.9% | +107.9% | -60.0% | +3.3% |
| 3Y | +178.3% | +224.1% | -45.8% | +52.3% |
| 5Y | +144.9% | +256.6% | -111.7% | +20.4% |
| All | +179.4% | +283.8% | -104.4% | +35.0% |
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