+36.1%
XLY vs SOXQ
+286.7%
-250.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -4.2% | -4.6% | +0.4% | -2.6% |
| 3M | -2.7% | -10.2% | +7.5% | -0.3% |
| 6M | -0.6% | +49.7% | -50.3% | -21.4% |
| YTD | -5.0% | +67.2% | -72.3% | -29.3% |
| 1Y | -4.1% | +98.0% | -102.1% | -35.0% |
| 3Y | +33.6% | +237.2% | -203.6% | -36.4% |
| 5Y | +28.7% | +261.3% | -232.6% | -42.4% |
| All | +36.1% | +286.7% | -250.6% | -39.7% |
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