-48.1%
TOST vs SOXQ
+268.0%
-316.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -4.7% | +5.2% | -9.9% | -7.6% |
| 30D | -9.1% | -0.5% | -8.6% | -9.4% |
| 3M | +29.8% | -5.6% | +35.4% | +27.9% |
| 6M | +10.0% | +53.0% | -43.0% | -27.5% |
| YTD | -8.6% | +68.8% | -77.4% | -45.2% |
| 1Y | -20.7% | +105.7% | -126.4% | -60.2% |
| 3Y | +55.7% | +240.5% | -184.8% | -56.8% |
| All | -48.1% | +268.0% | -316.1% | -86.5% |
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