+22.0%
MSCI vs SOXQ
+288.7%
-266.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.2% |
| 7D | -2.1% | +5.3% | -7.4% | -3.6% |
| 30D | -1.7% | -3.7% | +2.0% | -0.9% |
| 3M | -8.2% | -7.8% | -0.4% | -8.2% |
| 6M | -2.4% | +58.4% | -60.8% | -22.5% |
| YTD | -2.8% | +68.1% | -71.0% | -25.1% |
| 1Y | -2.7% | +105.4% | -108.0% | -32.1% |
| 3Y | +7.3% | +239.2% | -231.9% | -47.8% |
| 5Y | -11.4% | +266.9% | -278.3% | -60.2% |
| All | +22.0% | +288.7% | -266.8% | -46.0% |
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