+319.5%
SN vs SOXQ
+209.0%
+110.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -2.6% |
| 7D | -9.3% | +2.3% | -11.7% | -10.3% |
| 30D | -4.8% | -2.3% | -2.5% | -4.0% |
| 3M | +40.4% | -13.8% | +54.2% | +46.7% |
| 6M | +50.9% | +48.6% | +2.3% | +14.3% |
| YTD | +54.9% | +66.0% | -11.0% | +9.9% |
| 1Y | +43.0% | +107.9% | -64.8% | -11.8% |
| 3Y | +391.8% | +224.1% | +167.7% | +148.0% |
| All | +319.5% | +209.0% | +110.6% | +106.2% |
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