-3.9%
XRT vs SOXQ
+288.7%
-292.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.6% |
| 7D | -0.3% | +5.3% | -5.5% | -2.2% |
| 30D | -5.6% | -3.7% | -1.9% | -4.6% |
| 3M | +2.5% | -7.8% | +10.4% | +3.4% |
| 6M | +3.7% | +58.4% | -54.7% | -19.0% |
| YTD | +1.0% | +68.1% | -67.2% | -23.7% |
| 1Y | -1.2% | +105.4% | -106.6% | -32.6% |
| 3Y | +43.4% | +239.2% | -195.8% | -30.1% |
| 5Y | -0.7% | +266.9% | -267.6% | -55.2% |
| All | -3.9% | +288.7% | -292.6% | -57.2% |
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