-73.4%
Z vs SOXQ
+245.8%
-319.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -0.8% |
| 7D | -13.1% | +2.9% | -15.9% | -14.2% |
| 30D | +5.9% | -13.6% | +19.5% | +11.5% |
| 3M | -13.7% | -12.5% | -1.1% | -10.4% |
| 6M | -27.1% | -12.4% | -14.8% | -28.5% |
| YTD | -56.8% | +49.6% | -106.4% | -69.7% |
| 1Y | -60.2% | +52.0% | -112.2% | -72.5% |
| 3Y | -19.7% | +199.1% | -218.8% | -68.2% |
| 5Y | -53.7% | +192.6% | -246.3% | -82.7% |
| All | -73.4% | +245.8% | -319.2% | -90.9% |
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