-55.8%
REPL vs SOXQ
+283.8%
-339.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.9% |
| 7D | -3.0% | +2.3% | -5.3% | -3.9% |
| 30D | +27.1% | -2.3% | +29.4% | +27.6% |
| 3M | +52.4% | -13.8% | +66.1% | +59.5% |
| 6M | +107.4% | +48.6% | +58.8% | +70.1% |
| YTD | +54.7% | +66.0% | -11.3% | +20.6% |
| 1Y | +158.9% | +107.9% | +51.0% | +81.1% |
| 3Y | -23.7% | +224.1% | -247.9% | -58.3% |
| 5Y | -54.3% | +256.6% | -310.9% | -76.7% |
| All | -55.8% | +283.8% | -339.5% | -78.2% |
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