+163.1%
TRV vs SOXQ
+279.9%
-116.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.6% |
| 30D | -1.8% | -3.9% | +2.1% | -1.7% |
| 3M | +21.6% | -4.7% | +26.3% | +21.4% |
| 6M | +22.5% | +47.9% | -25.4% | +18.2% |
| YTD | +28.1% | +64.3% | -36.2% | +22.5% |
| 1Y | +37.0% | +95.7% | -58.7% | +28.6% |
| 3Y | +141.9% | +231.5% | -89.6% | +110.9% |
| 5Y | +158.5% | +255.0% | -96.5% | +116.8% |
| All | +163.1% | +279.9% | -116.8% | +122.6% |
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