+65.8%
XLF vs SOXQ
+279.9%
-214.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.3% |
| 7D | -2.9% | +2.3% | -5.2% | -3.4% |
| 30D | -1.6% | -3.9% | +2.3% | -0.9% |
| 3M | +9.3% | -4.7% | +14.0% | +8.9% |
| 6M | +14.6% | +47.9% | -33.3% | 0.0% |
| YTD | +4.7% | +64.3% | -59.6% | -11.5% |
| 1Y | +8.6% | +95.7% | -87.1% | -13.3% |
| 3Y | +73.9% | +231.5% | -157.7% | +11.3% |
| 5Y | +65.0% | +255.0% | -190.0% | -2.1% |
| All | +65.8% | +279.9% | -214.1% | -2.3% |
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