-66.9%
SE vs SOXQ
+251.3%
-318.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.8% |
| 7D | -4.8% | +2.3% | -7.1% | -6.4% |
| 30D | -18.1% | -3.9% | -14.2% | -16.3% |
| 3M | +30.6% | -4.7% | +35.4% | +27.9% |
| 6M | +20.8% | +47.9% | -27.1% | -19.9% |
| YTD | -15.6% | +64.3% | -79.9% | -49.0% |
| 1Y | -44.2% | +95.7% | -139.9% | -71.3% |
| 3Y | +181.5% | +231.5% | -50.0% | -25.0% |
| 5Y | -66.9% | +255.0% | -321.9% | -91.5% |
| All | -66.9% | +251.3% | -318.2% | -91.5% |
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