+83.6%
SLB vs SOXQ
+288.7%
-205.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +0.4% | +5.3% | -4.9% | -1.0% |
| 30D | +13.6% | -3.7% | +17.3% | +14.5% |
| 3M | +1.5% | -7.8% | +9.3% | +2.2% |
| 6M | +23.0% | +58.4% | -35.4% | +4.3% |
| YTD | +51.2% | +68.1% | -16.9% | +25.6% |
| 1Y | +63.5% | +105.4% | -41.9% | +26.9% |
| 3Y | +2.5% | +239.2% | -236.7% | -33.8% |
| 5Y | +139.2% | +266.9% | -127.7% | +41.7% |
| All | +83.6% | +288.7% | -205.2% | +8.7% |
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