-73.3%
Z vs SOXQ
+206.9%
-280.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.4% | -4.1% |
| 7D | -4.6% | -12.2% | +7.7% | +0.7% |
| 30D | +8.3% | -28.2% | +36.5% | +23.6% |
| 3M | -11.6% | -22.1% | +10.5% | -3.6% |
| 6M | -33.6% | -18.1% | -15.5% | -33.6% |
| YTD | -56.7% | +32.7% | -89.4% | -68.0% |
| 1Y | -59.1% | +34.1% | -93.3% | -70.2% |
| 3Y | -20.4% | +176.7% | -197.1% | -67.8% |
| 5Y | -55.3% | +159.9% | -215.1% | -82.4% |
| All | -73.3% | +206.9% | -280.2% | -90.4% |
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