+92.4%
SPYM vs SOXQ
+279.9%
-187.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | -2.0% | +2.3% | -4.3% | -2.8% |
| 30D | -1.6% | -3.9% | +2.3% | -0.4% |
| 3M | +4.7% | -4.7% | +9.5% | +4.8% |
| 6M | +12.6% | +47.9% | -35.3% | -6.0% |
| YTD | +11.8% | +64.3% | -52.5% | -10.8% |
| 1Y | +17.5% | +95.7% | -78.2% | -13.0% |
| 3Y | +77.0% | +231.5% | -154.5% | +0.3% |
| 5Y | +82.6% | +255.0% | -172.4% | -3.6% |
| All | +92.4% | +279.9% | -187.5% | +0.3% |
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