-20.1%
ZS vs SOXQ
+290.2%
-310.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -3.8% | +5.2% | -9.1% | -6.8% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | +32.0% | -5.6% | +37.6% | +30.9% |
| 6M | +2.1% | +53.0% | -50.9% | -30.5% |
| YTD | -26.2% | +68.8% | -94.9% | -54.1% |
| 1Y | -41.2% | +105.7% | -146.9% | -69.2% |
| 3Y | +3.3% | +240.5% | -237.2% | -69.5% |
| 5Y | -40.7% | +266.8% | -307.5% | -83.3% |
| All | -20.1% | +290.2% | -310.3% | -77.7% |
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 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