-100.0%
ZCMD vs SOXQ
+286.7%
-386.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.8% | -8.8% | -7.3% |
| 7D | -5.4% | +0.8% | -6.2% | -5.5% |
| 30D | -24.8% | -4.6% | -20.2% | -24.3% |
| 3M | -62.8% | -10.2% | -52.6% | -62.4% |
| 6M | -99.5% | +49.7% | -149.2% | -99.5% |
| YTD | -99.8% | +67.2% | -167.0% | -99.8% |
| 1Y | -99.9% | +98.0% | -197.9% | -99.9% |
| 3Y | -100.0% | +237.2% | -337.2% | -100.0% |
| 5Y | -100.0% | +261.3% | -361.3% | -100.0% |
| All | -100.0% | +286.7% | -386.7% | -100.0% |
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