-57.0%
U vs SOXQ
+288.7%
-345.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.5% |
| 7D | +4.5% | +5.3% | -0.8% | -0.3% |
| 30D | -0.6% | -3.7% | +3.1% | +1.9% |
| 3M | +48.4% | -7.8% | +56.3% | +50.0% |
| 6M | +115.4% | +58.4% | +57.0% | +18.4% |
| YTD | -3.2% | +68.1% | -71.4% | -50.6% |
| 1Y | -6.0% | +105.4% | -111.4% | -61.4% |
| 3Y | +13.5% | +239.2% | -225.8% | -78.1% |
| 5Y | -68.0% | +266.9% | -334.9% | -94.2% |
| All | -57.0% | +288.7% | -345.8% | -92.5% |
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