+37.0%
SNOW vs SOXQ
+279.9%
-242.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.1% |
| 7D | -7.5% | +2.3% | -9.8% | -9.0% |
| 30D | -1.3% | -3.9% | +2.6% | +0.8% |
| 3M | +37.4% | -4.7% | +42.2% | +35.0% |
| 6M | +88.1% | +47.9% | +40.2% | +26.2% |
| YTD | +50.3% | +64.3% | -14.0% | -7.7% |
| 1Y | +46.0% | +95.7% | -49.7% | -22.7% |
| 3Y | +98.7% | +231.5% | -132.8% | -41.4% |
| 5Y | +3.5% | +255.0% | -251.5% | -69.9% |
| All | +37.0% | +279.9% | -242.9% | -61.3% |
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