-45.7%
TOST vs SOXQ
+262.0%
-307.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.9% |
| 7D | -3.4% | +2.3% | -5.8% | -4.8% |
| 30D | -2.4% | -2.3% | -0.2% | -1.8% |
| 3M | +34.6% | -13.8% | +48.4% | +39.8% |
| 6M | +15.2% | +48.6% | -33.4% | -22.8% |
| YTD | -4.4% | +66.0% | -70.4% | -42.1% |
| 1Y | -17.4% | +107.9% | -125.3% | -59.0% |
| 3Y | +54.5% | +224.1% | -169.7% | -55.2% |
| All | -45.7% | +262.0% | -307.6% | -85.8% |
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