-1.4%
TSCO vs SOXQ
+286.7%
-288.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -5.7% | +0.8% | -6.4% | -5.8% |
| 30D | -8.8% | -4.6% | -4.2% | -8.1% |
| 3M | +6.3% | -10.2% | +16.5% | +7.6% |
| 6M | -32.3% | +49.7% | -81.9% | -40.0% |
| YTD | -32.7% | +67.2% | -99.9% | -42.3% |
| 1Y | -43.7% | +98.0% | -141.7% | -54.1% |
| 3Y | -19.7% | +237.2% | -256.8% | -46.7% |
| 5Y | -11.6% | +261.3% | -272.9% | -45.5% |
| All | -1.4% | +286.7% | -288.1% | -40.3% |
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