-47.6%
SIRI vs SOXQ
+286.7%
-334.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +2.5% | -4.6% | +7.1% | +3.6% |
| 3M | +6.6% | -10.2% | +16.8% | +8.2% |
| 6M | +32.9% | +49.7% | -16.8% | +14.5% |
| YTD | +50.5% | +67.2% | -16.8% | +24.4% |
| 1Y | +28.0% | +98.0% | -70.0% | -0.5% |
| 3Y | -22.4% | +237.2% | -259.6% | -49.3% |
| 5Y | -41.3% | +261.3% | -302.6% | -64.0% |
| All | -47.6% | +286.7% | -334.3% | -67.7% |
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