-64.9%
CSGP vs SOXQ
+206.9%
-271.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -5.4% |
| 7D | +1.3% | -12.2% | +13.5% | +3.4% |
| 30D | +10.7% | -28.2% | +38.9% | +16.9% |
| 3M | +3.3% | -22.1% | +25.3% | +6.8% |
| 6M | -10.3% | -18.1% | +7.8% | -12.1% |
| YTD | -54.6% | +32.7% | -87.3% | -63.0% |
| 1Y | -54.6% | +34.1% | -88.8% | -63.3% |
| 3Y | -60.3% | +176.7% | -237.0% | -78.3% |
| 5Y | -63.3% | +159.9% | -223.2% | -79.9% |
| All | -64.9% | +206.9% | -271.7% | -81.2% |
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