+16.8%
NYT vs SOXQ
+47.3%
-30.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.3% |
| 7D | -3.9% | -12.1% | +8.2% | -5.3% |
| 30D | +4.3% | -22.0% | +26.3% | +1.4% |
| 3M | -11.7% | -15.6% | +3.9% | -13.2% |
| 6M | -14.4% | -2.4% | -12.1% | -16.9% |
| YTD | -3.0% | +45.4% | -48.4% | -5.1% |
| All | +16.8% | +47.3% | -30.4% | +14.6% |
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