+100.6%
MSFT vs SOXQ
+286.7%
-186.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | +0.8% | -4.6% | +5.4% | +2.3% |
| 3M | +27.2% | -10.2% | +37.4% | +29.3% |
| 6M | +22.9% | +49.7% | -26.8% | -1.8% |
| YTD | +3.1% | +67.2% | -64.1% | -22.2% |
| 1Y | -0.3% | +98.0% | -98.3% | -31.2% |
| 3Y | +50.1% | +237.2% | -187.1% | -26.6% |
| 5Y | +74.6% | +261.3% | -186.7% | -20.3% |
| All | +100.6% | +286.7% | -186.0% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling