-28.7%
ZBH vs SOXQ
+258.1%
-286.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.9% |
| 7D | -4.7% | +0.8% | -5.4% | -4.8% |
| 30D | -4.5% | -4.6% | +0.1% | -4.0% |
| 3M | +7.6% | -10.2% | +17.7% | +8.3% |
| 6M | +0.3% | +49.7% | -49.4% | -8.3% |
| YTD | +4.5% | +67.2% | -62.7% | -6.6% |
| 1Y | -9.4% | +98.0% | -107.4% | -22.1% |
| 3Y | -21.5% | +237.2% | -258.6% | -43.7% |
| All | -28.7% | +258.1% | -286.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling