-69.5%
S vs SOXQ
+260.8%
-330.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -1.2% | +5.2% | -6.5% | -4.7% |
| 30D | -12.6% | -0.5% | -12.0% | -12.4% |
| 3M | +27.6% | -5.6% | +33.2% | +26.4% |
| 6M | +35.5% | +53.0% | -17.6% | -12.4% |
| YTD | +29.6% | +68.8% | -39.2% | -24.2% |
| 1Y | +8.1% | +105.7% | -97.6% | -48.0% |
| 3Y | +14.8% | +240.5% | -225.7% | -70.6% |
| All | -69.5% | +260.8% | -330.3% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling