+99.0%
MSFT vs SOXQ
+290.2%
-191.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | +5.2% | -6.3% | -2.9% |
| 30D | -2.7% | -0.5% | -2.1% | -2.8% |
| 3M | +22.1% | -5.6% | +27.7% | +21.5% |
| 6M | +20.6% | +53.0% | -32.4% | -4.5% |
| YTD | +2.3% | +68.8% | -66.5% | -23.1% |
| 1Y | -0.5% | +105.7% | -106.3% | -32.5% |
| 3Y | +50.5% | +240.5% | -190.0% | -26.7% |
| 5Y | +72.3% | +266.8% | -194.4% | -21.7% |
| All | +99.0% | +290.2% | -191.2% | -11.0% |
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