+50.2%
XLU vs SOXQ
+286.7%
-236.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -3.3% | -4.6% | +1.3% | -2.9% |
| 3M | -3.2% | -10.2% | +7.0% | -2.6% |
| 6M | -7.0% | +49.7% | -56.6% | -11.7% |
| YTD | +0.6% | +67.2% | -66.6% | -5.8% |
| 1Y | +2.4% | +98.0% | -95.6% | -6.1% |
| 3Y | +46.3% | +237.2% | -190.9% | +22.6% |
| 5Y | +44.0% | +261.3% | -217.3% | +14.8% |
| All | +50.2% | +286.7% | -236.4% | +19.4% |
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