+272.3%
ZETA vs SOXQ
+288.7%
-16.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.6% |
| 7D | -2.4% | +5.3% | -7.7% | -5.7% |
| 30D | +15.6% | -3.7% | +19.3% | +17.7% |
| 3M | +41.5% | -7.8% | +49.3% | +41.6% |
| 6M | +63.4% | +58.4% | +5.1% | +5.9% |
| YTD | +51.3% | +68.1% | -16.8% | -6.8% |
| 1Y | +65.8% | +105.4% | -39.6% | -12.2% |
| 3Y | +279.2% | +239.2% | +40.0% | +24.4% |
| 5Y | +341.8% | +266.9% | +74.8% | +35.1% |
| All | +272.3% | +288.7% | -16.4% | +9.3% |
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