-62.3%
XYZ vs SOXQ
+283.8%
-346.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -3.3% |
| 7D | -1.0% | +2.3% | -3.3% | -2.7% |
| 30D | -1.7% | -2.3% | +0.5% | -0.5% |
| 3M | +16.7% | -13.8% | +30.5% | +23.8% |
| 6M | +26.9% | +48.6% | -21.8% | -18.8% |
| YTD | +27.1% | +66.0% | -38.8% | -27.2% |
| 1Y | +9.3% | +107.9% | -98.6% | -50.2% |
| 3Y | +42.3% | +224.1% | -181.9% | -64.9% |
| 5Y | -69.3% | +256.6% | -325.9% | -93.3% |
| All | -62.3% | +283.8% | -346.0% | -92.1% |
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