+245.9%
PSX vs SOXQ
+288.7%
-42.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +2.8% | +5.3% | -2.5% | +1.8% |
| 30D | +27.8% | -3.7% | +31.5% | +28.5% |
| 3M | +42.0% | -7.8% | +49.9% | +42.5% |
| 6M | +58.1% | +58.4% | -0.3% | +37.7% |
| YTD | +105.0% | +68.1% | +36.9% | +75.0% |
| 1Y | +104.9% | +105.4% | -0.5% | +64.6% |
| 3Y | +134.1% | +239.2% | -105.2% | +59.4% |
| 5Y | +363.8% | +266.9% | +96.9% | +191.6% |
| All | +245.9% | +288.7% | -42.9% | +117.0% |
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