+175.0%
XLK vs SOXQ
+286.7%
-111.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.2% |
| 7D | +0.2% | +0.8% | -0.5% | -0.3% |
| 30D | -0.6% | -4.6% | +3.9% | +2.1% |
| 3M | +2.6% | -10.2% | +12.7% | +8.1% |
| 6M | +34.0% | +49.7% | -15.7% | +1.4% |
| YTD | +30.7% | +67.2% | -36.6% | -8.1% |
| 1Y | +39.2% | +98.0% | -58.8% | -12.6% |
| 3Y | +120.4% | +237.2% | -116.7% | -5.4% |
| 5Y | +148.8% | +261.3% | -112.5% | -0.8% |
| All | +175.0% | +286.7% | -111.7% | +7.5% |
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