-35.1%
TLT vs SOXQ
+251.3%
-286.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.1% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | -1.3% | -3.9% | +2.6% | -1.3% |
| 3M | -3.7% | -4.7% | +1.0% | -3.7% |
| 6M | -6.4% | +47.9% | -54.2% | -6.9% |
| YTD | -4.5% | +64.3% | -68.8% | -5.1% |
| 1Y | -5.9% | +95.7% | -101.6% | -6.7% |
| 3Y | -2.8% | +231.5% | -234.3% | -5.0% |
| 5Y | -35.1% | +255.0% | -290.1% | -37.1% |
| All | -35.1% | +251.3% | -286.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling