+215.1%
TPR vs SOXQ
+283.8%
-68.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.6% |
| 7D | -2.3% | +2.3% | -4.6% | -3.4% |
| 30D | -23.0% | -2.3% | -20.7% | -22.6% |
| 3M | -12.5% | -13.8% | +1.3% | -9.2% |
| 6M | -21.4% | +48.6% | -70.0% | -40.0% |
| YTD | -3.5% | +66.0% | -69.5% | -31.0% |
| 1Y | +17.4% | +107.9% | -90.5% | -26.5% |
| 3Y | +291.3% | +224.1% | +67.1% | +76.0% |
| 5Y | +241.9% | +256.6% | -14.7% | +38.1% |
| All | +215.1% | +283.8% | -68.7% | +24.9% |
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