-59.2%
SE vs SOXQ
+288.7%
-347.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.2% |
| 7D | +0.6% | +5.3% | -4.7% | -2.9% |
| 30D | -0.1% | -3.7% | +3.6% | +2.0% |
| 3M | +34.1% | -7.8% | +42.0% | +35.0% |
| 6M | +23.2% | +58.4% | -35.2% | -22.3% |
| YTD | -11.2% | +68.1% | -79.3% | -46.9% |
| 1Y | -40.5% | +105.4% | -145.9% | -70.4% |
| 3Y | +196.3% | +239.2% | -42.9% | -20.9% |
| 5Y | -67.0% | +266.9% | -333.9% | -91.5% |
| All | -59.2% | +288.7% | -347.9% | -89.7% |
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