+165.5%
SITM vs SOXQ
+111.3%
+54.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +2.8% |
| 7D | +9.7% | +2.3% | +7.4% | +7.0% |
| 30D | +12.7% | -2.3% | +15.0% | +16.7% |
| 3M | -13.4% | -13.8% | +0.3% | +2.6% |
| 6M | +59.6% | +48.6% | +11.0% | +0.9% |
| YTD | +73.3% | +66.0% | +7.3% | -2.3% |
| 1Y | +165.5% | +107.9% | +57.7% | +16.9% |
| All | +165.5% | +111.3% | +54.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling