+644.1%
SEI vs SOXQ
+279.9%
+364.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -3.4% |
| 7D | +20.7% | +2.3% | +18.3% | +19.1% |
| 30D | +9.1% | -3.9% | +13.0% | +12.4% |
| 3M | -6.0% | -4.7% | -1.3% | -1.1% |
| 6M | +18.9% | +47.9% | -28.9% | -4.4% |
| YTD | +40.1% | +64.3% | -24.2% | +7.4% |
| 1Y | +120.6% | +95.7% | +24.9% | +56.5% |
| 3Y | +562.1% | +231.5% | +330.6% | +280.0% |
| 5Y | +954.5% | +255.0% | +699.5% | +451.1% |
| All | +644.1% | +279.9% | +364.2% | +298.2% |
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