+202.7%
TER vs SOXQ
+286.7%
-84.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +0.6% |
| 7D | +6.4% | +0.8% | +5.6% | +5.6% |
| 30D | -5.7% | -4.6% | -1.1% | -0.1% |
| 3M | -0.4% | -10.2% | +9.8% | +15.8% |
| 6M | +25.8% | +49.7% | -23.8% | -13.8% |
| YTD | +96.4% | +67.2% | +29.2% | +21.1% |
| 1Y | +229.2% | +98.0% | +131.2% | +72.7% |
| 3Y | +288.1% | +237.2% | +51.0% | +17.3% |
| 5Y | +219.9% | +261.3% | -41.4% | -9.3% |
| All | +202.7% | +286.7% | -84.0% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling