-1.5%
SNY vs SOXQ
+286.7%
-288.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -2.2% | -4.6% | +2.4% | -2.0% |
| 3M | -3.0% | -10.2% | +7.1% | -2.7% |
| 6M | +2.7% | +49.7% | -46.9% | -1.3% |
| YTD | -6.8% | +67.2% | -74.1% | -11.3% |
| 1Y | -5.3% | +98.0% | -103.3% | -11.2% |
| 3Y | -9.8% | +237.2% | -246.9% | -20.3% |
| 5Y | +9.7% | +261.3% | -251.6% | -5.4% |
| All | -1.5% | +286.7% | -288.2% | -15.4% |
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