+984.8%
STX vs SOXQ
+288.7%
+696.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +5.5% |
| 7D | +10.7% | +5.3% | +5.5% | +6.7% |
| 30D | +11.3% | -3.7% | +15.0% | +15.1% |
| 3M | +3.2% | -7.8% | +11.0% | +11.1% |
| 6M | +157.0% | +58.4% | +98.6% | +89.1% |
| YTD | +229.2% | +68.1% | +161.1% | +135.4% |
| 1Y | +381.8% | +105.4% | +276.5% | +204.9% |
| 3Y | +1,383.2% | +239.2% | +1,144.0% | +542.1% |
| 5Y | +1,144.9% | +266.9% | +878.0% | +379.6% |
| All | +984.8% | +288.7% | +696.1% | +303.6% |
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