+19.1%
TXT vs SOXQ
+286.7%
-267.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.7% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | -8.9% | -4.6% | -4.3% | -7.6% |
| 3M | -13.6% | -10.2% | -3.4% | -11.7% |
| 6M | -13.1% | +49.7% | -62.8% | -27.7% |
| YTD | -7.0% | +67.2% | -74.3% | -26.4% |
| 1Y | -1.4% | +98.0% | -99.4% | -27.7% |
| 3Y | +7.0% | +237.2% | -230.2% | -41.9% |
| 5Y | +15.4% | +261.3% | -245.9% | -42.0% |
| All | +19.1% | +286.7% | -267.6% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling