-62.0%
REPL vs SOXQ
+286.7%
-348.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.1% |
| 7D | -14.1% | +0.8% | -14.9% | -14.3% |
| 30D | -15.2% | -4.6% | -10.7% | -13.9% |
| 3M | +49.9% | -10.2% | +60.0% | +54.9% |
| 6M | +63.5% | +49.7% | +13.9% | +34.1% |
| YTD | +32.9% | +67.2% | -34.3% | +3.3% |
| 1Y | +115.0% | +98.0% | +17.0% | +53.7% |
| 3Y | -34.7% | +237.2% | -271.9% | -65.0% |
| 5Y | -59.7% | +261.3% | -320.9% | -79.6% |
| All | -62.0% | +286.7% | -348.7% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling