-27.0%
TRMB vs SOXQ
+290.2%
-317.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -2.9% | +5.2% | -8.1% | -5.2% |
| 30D | -1.8% | -0.5% | -1.3% | -2.0% |
| 3M | +8.4% | -5.6% | +14.0% | +7.4% |
| 6M | -18.5% | +53.0% | -71.5% | -39.6% |
| YTD | -26.7% | +68.8% | -95.5% | -49.2% |
| 1Y | -28.3% | +105.7% | -134.0% | -56.0% |
| 3Y | +12.6% | +240.5% | -227.9% | -53.0% |
| 5Y | -38.7% | +266.8% | -305.5% | -76.5% |
| All | -27.0% | +290.2% | -317.2% | -72.5% |
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 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