+73.8%
SOXX vs Q
+79.8%
-6.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.3% |
| 7D | +1.4% | +4.9% | -3.5% | -1.6% |
| 30D | -3.6% | -11.0% | +7.4% | +3.4% |
| 3M | -10.2% | -15.2% | +5.0% | 0.0% |
| 6M | +54.2% | +8.8% | +45.4% | +52.2% |
| YTD | +75.2% | +55.1% | +20.1% | +50.5% |
| All | +73.8% | +79.8% | -6.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling