+93.8%
SPY vs SOXQ
+288.7%
-195.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +0.5% | +5.3% | -4.7% | -1.3% |
| 30D | -0.9% | -3.7% | +2.8% | +0.2% |
| 3M | +3.9% | -7.8% | +11.7% | +5.3% |
| 6M | +14.5% | +58.4% | -43.9% | -7.1% |
| YTD | +12.9% | +68.1% | -55.2% | -11.0% |
| 1Y | +19.4% | +105.4% | -86.0% | -13.8% |
| 3Y | +78.5% | +239.2% | -160.8% | -0.4% |
| 5Y | +81.8% | +266.9% | -185.2% | -5.7% |
| All | +93.8% | +288.7% | -195.0% | -0.6% |
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