+26.8%
MSCI vs SOXQ
+283.8%
-257.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -1.3% |
| 7D | +0.4% | +2.3% | -2.0% | -0.3% |
| 30D | +0.6% | -2.3% | +2.8% | +1.0% |
| 3M | -7.1% | -13.8% | +6.7% | -5.1% |
| 6M | +0.8% | +48.6% | -47.8% | -18.0% |
| YTD | +1.0% | +66.0% | -65.0% | -21.8% |
| 1Y | +4.3% | +107.9% | -103.6% | -27.8% |
| 3Y | +9.9% | +224.1% | -214.2% | -45.2% |
| 5Y | -6.8% | +256.6% | -263.4% | -57.8% |
| All | +26.8% | +283.8% | -257.0% | -43.6% |
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