-69.1%
W vs SOXQ
+288.7%
-357.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.8% |
| 7D | +6.5% | +5.3% | +1.2% | +1.0% |
| 30D | -6.2% | -3.7% | -2.5% | -3.2% |
| 3M | +48.9% | -7.8% | +56.7% | +53.7% |
| 6M | +31.2% | +58.4% | -27.2% | -29.2% |
| YTD | -0.4% | +68.1% | -68.6% | -50.0% |
| 1Y | +14.8% | +105.4% | -90.5% | -56.1% |
| 3Y | +40.5% | +239.2% | -198.7% | -73.7% |
| 5Y | -62.1% | +266.9% | -329.0% | -93.3% |
| All | -69.1% | +288.7% | -357.8% | -94.6% |
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