-25.0%
TRU vs SOXQ
+286.7%
-311.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | -2.0% | -4.6% | +2.5% | -0.6% |
| 3M | +18.4% | -10.2% | +28.6% | +19.8% |
| 6M | +8.9% | +49.7% | -40.8% | -17.7% |
| YTD | -8.9% | +67.2% | -76.2% | -35.8% |
| 1Y | -15.9% | +98.0% | -113.9% | -46.9% |
| 3Y | -1.1% | +237.2% | -238.2% | -56.7% |
| 5Y | -35.2% | +261.3% | -296.5% | -73.9% |
| All | -25.0% | +286.7% | -311.7% | -69.7% |
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