-32.0%
TLT vs SOXQ
+286.7%
-318.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | -1.1% | -4.6% | +3.4% | -1.1% |
| 3M | -4.9% | -10.2% | +5.3% | -4.8% |
| 6M | -5.0% | +49.7% | -54.7% | -5.5% |
| YTD | -4.4% | +67.2% | -71.6% | -5.0% |
| 1Y | -6.4% | +98.0% | -104.4% | -7.2% |
| 3Y | -2.0% | +237.2% | -239.2% | -4.2% |
| 5Y | -35.0% | +261.3% | -296.3% | -37.0% |
| All | -32.0% | +286.7% | -318.6% | -34.0% |
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