-48.6%
CAG vs SOXQ
+279.9%
-328.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.9% |
| 7D | -5.9% | +2.3% | -8.2% | -5.7% |
| 30D | -1.5% | -3.9% | +2.4% | -1.8% |
| 3M | +11.5% | -4.7% | +16.2% | +11.2% |
| 6M | -15.7% | +47.9% | -63.6% | -14.2% |
| YTD | -10.2% | +64.3% | -74.5% | -8.3% |
| 1Y | -18.1% | +95.7% | -113.8% | -15.9% |
| 3Y | -39.4% | +231.5% | -270.9% | -38.1% |
| 5Y | -42.6% | +255.0% | -297.6% | -43.5% |
| All | -48.6% | +279.9% | -328.5% | -49.8% |
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