+110.1%
PSLV vs SOXQ
+286.7%
-176.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -3.5% | +0.8% | -4.2% | -3.6% |
| 30D | -2.1% | -4.6% | +2.4% | -1.0% |
| 3M | -1.6% | -10.2% | +8.5% | +0.4% |
| 6M | -25.5% | +49.7% | -75.2% | -32.6% |
| YTD | -11.4% | +67.2% | -78.7% | -21.3% |
| 1Y | +48.6% | +98.0% | -49.4% | +28.0% |
| 3Y | +166.9% | +237.2% | -70.3% | +107.5% |
| 5Y | +152.4% | +261.3% | -108.9% | +79.9% |
| All | +110.1% | +286.7% | -176.5% | +47.7% |
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