+1,971.8%
STRL vs SOXQ
+288.7%
+1,683.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.2% |
| 7D | +10.1% | +5.3% | +4.8% | +5.7% |
| 30D | -8.2% | -3.7% | -4.5% | -5.0% |
| 3M | -43.7% | -7.8% | -35.9% | -39.4% |
| 6M | +27.1% | +58.4% | -31.3% | -5.8% |
| YTD | +64.0% | +68.1% | -4.2% | +17.3% |
| 1Y | +75.2% | +105.4% | -30.2% | +11.7% |
| 3Y | +539.9% | +239.2% | +300.7% | +214.6% |
| 5Y | +2,133.0% | +266.9% | +1,866.1% | +932.8% |
| All | +1,971.8% | +288.7% | +1,683.0% | +850.2% |
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