+70.3%
CFG vs SOXQ
+231.9%
-161.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.8% |
| 7D | +3.2% | +8.2% | -5.0% | +0.4% |
| 30D | +5.1% | -13.2% | +18.3% | +9.4% |
| 3M | -11.2% | -18.5% | +7.3% | -6.0% |
| 6M | +9.6% | -15.4% | +25.0% | +11.3% |
| YTD | +15.0% | +43.6% | -28.6% | -6.9% |
| 1Y | +29.9% | +49.2% | -19.4% | +3.2% |
| 3Y | +192.1% | +190.2% | +1.9% | +64.5% |
| 5Y | +62.3% | +178.2% | -115.9% | -11.8% |
| All | +70.3% | +231.9% | -161.6% | -9.4% |
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