+74.5%
ACWI vs SOXQ
+283.8%
-209.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.2% |
| 7D | +0.5% | +2.3% | -1.9% | -0.3% |
| 30D | +0.9% | -2.3% | +3.1% | +1.5% |
| 3M | +2.4% | -13.8% | +16.2% | +6.1% |
| 6M | +12.4% | +48.6% | -36.2% | -5.2% |
| YTD | +15.2% | +66.0% | -50.8% | -7.0% |
| 1Y | +22.7% | +107.9% | -85.2% | -9.4% |
| 3Y | +75.8% | +224.1% | -148.4% | +4.3% |
| 5Y | +67.7% | +256.6% | -188.9% | -8.4% |
| All | +74.5% | +283.8% | -209.2% | -6.1% |
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