+193.4%
ACGL vs SOXQ
+231.9%
-38.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.4% |
| 7D | +2.2% | +8.2% | -6.0% | +1.9% |
| 30D | +12.3% | -13.2% | +25.5% | +12.7% |
| 3M | +11.8% | -18.5% | +30.3% | +12.4% |
| 6M | +17.5% | -15.4% | +32.9% | +17.0% |
| YTD | +14.3% | +43.6% | -29.3% | +7.7% |
| 1Y | +18.2% | +49.2% | -31.1% | +10.7% |
| 3Y | +33.2% | +190.2% | -157.0% | +8.4% |
| 5Y | +174.3% | +178.2% | -3.9% | +118.5% |
| All | +193.4% | +231.9% | -38.6% | +128.6% |
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