+87.9%
ON vs SOXQ
+290.2%
-202.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | -1.9% | +5.2% | -7.1% | -7.4% |
| 30D | -11.0% | -0.5% | -10.5% | -10.8% |
| 3M | -39.3% | -5.6% | -33.7% | -35.2% |
| 6M | +19.8% | +53.0% | -33.2% | -25.1% |
| YTD | +31.1% | +68.8% | -37.7% | -27.1% |
| 1Y | +46.0% | +105.7% | -59.7% | -35.6% |
| 3Y | -27.5% | +240.5% | -268.0% | -83.1% |
| 5Y | +56.9% | +266.8% | -209.9% | -64.7% |
| All | +87.9% | +290.2% | -202.3% | -59.3% |
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