+1.4%
MUB vs SOXQ
+290.2%
-288.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.7% | +5.2% | -6.0% | -0.8% |
| 30D | -2.0% | -0.5% | -1.4% | -2.0% |
| 3M | -2.5% | -5.6% | +3.1% | -2.5% |
| 6M | -2.3% | +53.0% | -55.4% | -3.2% |
| YTD | -1.3% | +68.8% | -70.1% | -2.3% |
| 1Y | +1.1% | +105.7% | -104.6% | -0.3% |
| 3Y | +8.2% | +240.5% | -232.3% | +5.1% |
| 5Y | +1.5% | +266.8% | -265.3% | -2.2% |
| All | +1.4% | +290.2% | -288.8% | -2.3% |
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