-33.5%
TNA vs SOXQ
+286.7%
-320.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | -1.1% |
| 7D | -7.3% | +0.8% | -8.0% | -8.2% |
| 30D | -14.2% | -4.6% | -9.6% | -9.6% |
| 3M | -4.6% | -10.2% | +5.6% | +2.8% |
| 6M | +36.9% | +49.7% | -12.7% | -26.2% |
| YTD | +42.5% | +67.2% | -24.7% | -34.0% |
| 1Y | +45.8% | +98.0% | -52.2% | -46.3% |
| 3Y | +104.7% | +237.2% | -132.5% | -65.9% |
| 5Y | -21.7% | +261.3% | -283.0% | -86.8% |
| All | -33.5% | +286.7% | -320.2% | -89.2% |
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