+90.2%
MTUM vs SOXQ
+286.7%
-196.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.4% |
| 7D | +0.7% | +0.8% | 0.0% | +0.4% |
| 30D | -2.4% | -4.6% | +2.1% | -0.3% |
| 3M | -3.6% | -10.2% | +6.5% | +0.8% |
| 6M | +23.7% | +49.7% | -26.0% | +2.4% |
| YTD | +22.9% | +67.2% | -44.3% | -3.2% |
| 1Y | +21.8% | +98.0% | -76.2% | -11.5% |
| 3Y | +114.4% | +237.2% | -122.7% | +20.3% |
| 5Y | +79.6% | +261.3% | -181.7% | -3.2% |
| All | +90.2% | +286.7% | -196.4% | +0.8% |
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