+17.0%
O vs SOXQ
+288.7%
-271.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -0.6% | +5.3% | -5.8% | -0.8% |
| 30D | -2.0% | -3.7% | +1.7% | -1.8% |
| 3M | +3.0% | -7.8% | +10.8% | +3.1% |
| 6M | -3.6% | +58.4% | -62.0% | -8.4% |
| YTD | +12.1% | +68.1% | -56.1% | +5.8% |
| 1Y | +8.9% | +105.4% | -96.5% | +0.5% |
| 3Y | +30.3% | +239.2% | -208.9% | +7.7% |
| 5Y | +13.7% | +266.9% | -253.2% | -9.0% |
| All | +17.0% | +288.7% | -271.7% | -6.7% |
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