-34.2%
NKE vs SOXQ
+29.4%
-63.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.1% | +9.8% | -3.2% |
| 7D | +3.0% | -21.6% | +24.6% | +1.1% |
| 30D | +14.3% | -31.7% | +46.0% | +11.2% |
| 3M | -5.8% | -24.8% | +19.0% | -7.8% |
| 6M | -6.3% | -17.7% | +11.3% | -8.8% |
| YTD | -36.3% | +27.7% | -64.0% | -36.9% |
| 1Y | -34.2% | +26.0% | -60.2% | -34.4% |
| All | -34.2% | +29.4% | -63.6% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling