+83.3%
CFG vs SOXQ
+283.8%
-200.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -1.3% |
| 7D | +1.5% | +2.3% | -0.8% | +0.7% |
| 30D | -3.8% | -2.3% | -1.6% | -3.2% |
| 3M | +11.5% | -13.8% | +25.2% | +15.0% |
| 6M | +19.2% | +48.6% | -29.4% | -2.5% |
| YTD | +23.7% | +66.0% | -42.3% | -3.5% |
| 1Y | +38.8% | +107.9% | -69.0% | -2.3% |
| 3Y | +178.9% | +224.1% | -45.2% | +53.5% |
| 5Y | +101.8% | +256.6% | -154.8% | +3.3% |
| All | +83.3% | +283.8% | -200.5% | -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