+76.5%
NDAQ vs SOXQ
+288.7%
-212.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -2.6% | +5.3% | -7.8% | -3.6% |
| 30D | +0.5% | -3.7% | +4.2% | +1.1% |
| 3M | +9.9% | -7.8% | +17.7% | +10.3% |
| 6M | +8.2% | +58.4% | -50.2% | -7.2% |
| YTD | -1.5% | +68.1% | -69.6% | -17.1% |
| 1Y | +1.3% | +105.4% | -104.1% | -20.0% |
| 3Y | +92.6% | +239.2% | -146.6% | +23.7% |
| 5Y | +53.8% | +266.9% | -213.1% | -7.6% |
| All | +76.5% | +288.7% | -212.3% | +5.1% |
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