+67.5%
ACWI vs SOXQ
+269.0%
-201.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | 0.0% | +5.2% | -5.2% | -1.8% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +4.3% | -5.6% | +9.9% | +4.8% |
| 6M | +12.7% | +53.0% | -40.3% | -6.0% |
| YTD | +13.9% | +68.8% | -54.8% | -8.6% |
| 1Y | +20.5% | +105.7% | -85.2% | -10.8% |
| 3Y | +76.5% | +240.5% | -164.0% | +2.2% |
| 5Y | +67.5% | +266.8% | -199.3% | -10.7% |
| All | +67.5% | +269.0% | -201.5% | -10.7% |
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 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