+24.8%
PSA vs SOXQ
+279.9%
-255.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -3.6% | +2.3% | -6.0% | -3.9% |
| 30D | -9.4% | -3.9% | -5.5% | -9.0% |
| 3M | -8.2% | -4.7% | -3.5% | -8.4% |
| 6M | -1.8% | +47.9% | -49.7% | -9.2% |
| YTD | +15.7% | +64.3% | -48.6% | +5.0% |
| 1Y | +6.3% | +95.7% | -89.4% | -6.7% |
| 3Y | +21.6% | +231.5% | -209.9% | -7.7% |
| 5Y | +13.5% | +255.0% | -241.5% | -17.8% |
| All | +24.8% | +279.9% | -255.1% | -9.7% |
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