+31.3%
TMUS vs SOXQ
+283.8%
-252.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.8% | -3.6% |
| 7D | +0.1% | +2.3% | -2.3% | 0.0% |
| 30D | +5.3% | -2.3% | +7.5% | +5.3% |
| 3M | +3.1% | -13.8% | +16.9% | +3.7% |
| 6M | -16.5% | +48.6% | -65.1% | -20.2% |
| YTD | -9.2% | +66.0% | -75.1% | -14.5% |
| 1Y | -26.5% | +107.9% | -134.4% | -33.1% |
| 3Y | +39.0% | +224.1% | -185.1% | +12.9% |
| 5Y | +40.4% | +256.6% | -216.2% | +7.1% |
| All | +31.3% | +283.8% | -252.4% | +0.2% |
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