-10.1%
MSCI vs SOXQ
+269.0%
-279.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.1% | +5.2% | -6.3% | -2.6% |
| 30D | -1.2% | -0.5% | -0.6% | -1.3% |
| 3M | -8.4% | -5.6% | -2.8% | -9.1% |
| 6M | -1.0% | +53.0% | -54.1% | -20.3% |
| YTD | -2.3% | +68.8% | -71.0% | -24.8% |
| 1Y | -1.2% | +105.7% | -106.9% | -31.2% |
| 3Y | +7.9% | +240.5% | -232.6% | -47.9% |
| 5Y | -10.1% | +266.8% | -276.8% | -61.2% |
| All | -10.1% | +269.0% | -279.0% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling