+151.8%
ACGL vs SOXQ
+265.0%
-113.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -2.9% | +5.3% | -8.2% | -3.2% |
| 30D | -2.8% | -3.7% | +0.9% | -2.7% |
| 3M | +6.8% | -7.8% | +14.6% | +6.9% |
| 6M | -1.5% | +58.4% | -59.9% | -6.8% |
| YTD | -0.2% | +68.1% | -68.4% | -6.4% |
| 1Y | +5.3% | +105.4% | -100.1% | -4.1% |
| 3Y | +30.3% | +239.2% | -208.9% | +5.2% |
| 5Y | +151.8% | +266.9% | -115.1% | +91.9% |
| All | +151.8% | +265.0% | -113.2% | +91.9% |
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