-68.8%
Z vs SOXQ
+283.8%
-352.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -3.7% |
| 7D | -3.0% | +2.3% | -5.3% | -4.1% |
| 30D | -4.2% | -2.3% | -1.9% | -3.7% |
| 3M | -3.7% | -13.8% | +10.1% | -1.0% |
| 6M | -24.5% | +48.6% | -73.1% | -44.4% |
| YTD | -49.3% | +66.0% | -115.3% | -65.4% |
| 1Y | -58.7% | +107.9% | -166.5% | -76.0% |
| 3Y | -34.1% | +224.1% | -258.3% | -74.2% |
| 5Y | -64.5% | +256.6% | -321.1% | -87.8% |
| All | -68.8% | +283.8% | -352.6% | -89.6% |
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