+324.8%
AGI vs SOXQ
+286.7%
+38.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +7.2% | -4.6% | +11.8% | +8.4% |
| 3M | +4.3% | -10.2% | +14.4% | +6.1% |
| 6M | -27.1% | +49.7% | -76.8% | -34.5% |
| YTD | -6.6% | +67.2% | -73.9% | -18.1% |
| 1Y | +9.5% | +98.0% | -88.5% | -7.3% |
| 3Y | +208.4% | +237.2% | -28.7% | +125.6% |
| 5Y | +401.6% | +261.3% | +140.3% | +232.7% |
| All | +324.8% | +286.7% | +38.2% | +178.7% |
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 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