-30.8%
TLT vs SOXQ
+288.7%
-319.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.4% | +5.3% | -4.9% | +0.3% |
| 30D | -0.3% | -3.7% | +3.4% | -0.2% |
| 3M | -1.7% | -7.8% | +6.1% | -1.7% |
| 6M | -4.9% | +58.4% | -63.3% | -5.5% |
| YTD | -2.8% | +68.1% | -70.9% | -3.4% |
| 1Y | -4.2% | +105.4% | -109.6% | -5.1% |
| 3Y | -1.1% | +239.2% | -240.3% | -3.3% |
| 5Y | -33.7% | +266.9% | -300.6% | -35.7% |
| All | -30.8% | +288.7% | -319.6% | -32.9% |
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