-51.3%
TE vs SOXQ
+290.2%
-341.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.3% |
| 7D | +15.0% | +5.2% | +9.7% | +9.2% |
| 30D | -7.5% | -0.5% | -7.0% | -7.3% |
| 3M | -42.0% | -5.6% | -36.3% | -36.5% |
| 6M | -31.4% | +53.0% | -84.4% | -51.9% |
| YTD | -26.5% | +68.8% | -95.3% | -52.3% |
| 1Y | +153.1% | +105.7% | +47.4% | +38.9% |
| 3Y | -20.7% | +240.5% | -261.2% | -71.9% |
| 5Y | -45.4% | +266.8% | -312.2% | -81.6% |
| All | -51.3% | +290.2% | -341.5% | -84.3% |
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