-62.8%
W vs SOXQ
+251.3%
-314.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | +0.1% |
| 7D | +0.5% | +2.3% | -1.8% | -1.9% |
| 30D | -5.6% | -3.9% | -1.7% | -2.3% |
| 3M | +41.9% | -4.7% | +46.6% | +41.3% |
| 6M | +30.2% | +47.9% | -17.7% | -24.6% |
| YTD | -2.9% | +64.3% | -67.3% | -50.6% |
| 1Y | +11.6% | +95.7% | -84.1% | -55.6% |
| 3Y | +37.0% | +231.5% | -194.5% | -74.6% |
| 5Y | -62.8% | +255.0% | -317.8% | -93.6% |
| All | -62.8% | +251.3% | -314.1% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling