+67.8%
ACWI vs SOXQ
+227.1%
-159.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.2% | -5.7% | +5.5% | +1.5% |
| 30D | -3.3% | -20.5% | +17.2% | +3.8% |
| 3M | -3.4% | -16.6% | +13.2% | +1.7% |
| 6M | +0.8% | -15.0% | +15.8% | +3.4% |
| YTD | +10.7% | +41.5% | -30.8% | -6.4% |
| 1Y | +11.6% | +40.2% | -28.6% | -5.6% |
| 3Y | +73.4% | +183.0% | -109.6% | +6.8% |
| 5Y | +60.2% | +181.3% | -121.1% | -6.0% |
| All | +67.8% | +227.1% | -159.3% | -5.5% |
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