+41.0%
SRE vs SOXQ
+290.2%
-249.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.5% | +5.2% | -3.8% | +0.9% |
| 30D | +0.8% | -0.5% | +1.3% | +0.8% |
| 3M | -5.8% | -5.6% | -0.2% | -5.7% |
| 6M | -7.8% | +53.0% | -60.8% | -13.8% |
| YTD | -2.4% | +68.8% | -71.1% | -10.0% |
| 1Y | +8.9% | +105.7% | -96.8% | -2.6% |
| 3Y | +31.1% | +240.5% | -209.4% | +6.4% |
| 5Y | +48.6% | +266.8% | -218.2% | +15.4% |
| All | +41.0% | +290.2% | -249.2% | +9.5% |
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