-57.4%
ZTS vs SOXQ
+290.2%
-347.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.8% | +5.2% | -9.0% | -4.7% |
| 30D | -2.0% | -0.5% | -1.5% | -2.1% |
| 3M | -10.2% | -5.6% | -4.6% | -10.4% |
| 6M | -39.4% | +53.0% | -92.4% | -47.3% |
| YTD | -40.8% | +68.8% | -109.6% | -50.0% |
| 1Y | -50.1% | +105.7% | -155.9% | -60.3% |
| 3Y | -58.9% | +240.5% | -299.4% | -74.0% |
| 5Y | -62.4% | +266.8% | -329.1% | -77.8% |
| All | -57.4% | +290.2% | -347.6% | -75.1% |
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