+101.5%
ON vs SOXQ
+286.7%
-185.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +6.5% |
| 7D | +2.4% | +0.8% | +1.6% | +1.5% |
| 30D | -8.6% | -4.6% | -4.0% | -4.0% |
| 3M | -34.3% | -10.2% | -24.2% | -25.8% |
| 6M | +28.5% | +49.7% | -21.1% | -17.7% |
| YTD | +40.6% | +67.2% | -26.6% | -21.0% |
| 1Y | +55.3% | +98.0% | -42.7% | -28.3% |
| 3Y | -22.2% | +237.2% | -259.3% | -81.6% |
| 5Y | +62.4% | +261.3% | -198.9% | -62.8% |
| All | +101.5% | +286.7% | -185.1% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling