-27.7%
TEAM vs SOXQ
+288.7%
-316.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.6% |
| 7D | -5.7% | +5.3% | -11.0% | -8.2% |
| 30D | +18.3% | -3.7% | +22.1% | +20.0% |
| 3M | +80.2% | -7.8% | +88.0% | +79.0% |
| 6M | +111.0% | +58.4% | +52.6% | +42.1% |
| YTD | +8.8% | +68.1% | -59.3% | -31.2% |
| 1Y | +2.2% | +105.4% | -103.2% | -45.5% |
| 3Y | -14.6% | +239.2% | -253.8% | -73.3% |
| 5Y | -53.8% | +266.9% | -320.7% | -85.8% |
| All | -27.7% | +288.7% | -316.5% | -77.8% |
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