+79.0%
PL vs SOXQ
+265.0%
-186.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.7% |
| 7D | -7.5% | +5.3% | -12.8% | -11.3% |
| 30D | -25.6% | -3.7% | -21.9% | -23.4% |
| 3M | -45.6% | -7.8% | -37.8% | -42.8% |
| 6M | -29.5% | +58.4% | -87.9% | -50.7% |
| YTD | -9.7% | +68.1% | -77.8% | -39.9% |
| 1Y | +84.4% | +105.4% | -21.0% | +4.8% |
| 3Y | +550.0% | +239.2% | +310.8% | +152.9% |
| 5Y | +79.0% | +266.9% | -187.9% | -28.7% |
| All | +79.0% | +265.0% | -186.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling