+68.8%
ACWI vs SOXQ
+243.8%
-175.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.7% | +16.4% | -13.7% | -2.5% |
| 30D | -2.6% | -13.9% | +11.3% | +1.8% |
| 3M | -3.2% | -15.1% | +12.0% | +1.3% |
| 6M | +1.9% | -10.2% | +12.1% | +2.6% |
| YTD | +11.3% | +48.7% | -37.4% | -7.5% |
| 1Y | +11.7% | +48.9% | -37.3% | -7.5% |
| 3Y | +74.4% | +197.4% | -123.0% | +5.6% |
| 5Y | +59.5% | +188.2% | -128.7% | -7.2% |
| All | +68.8% | +243.8% | -175.1% | -6.6% |
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