-37.7%
DG vs SOXQ
+258.1%
-295.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | -6.5% | +0.8% | -7.2% | -6.5% |
| 30D | +4.2% | -4.6% | +8.7% | +4.4% |
| 3M | +9.5% | -10.2% | +19.7% | +9.9% |
| 6M | -13.1% | +49.7% | -62.8% | -16.3% |
| YTD | -4.8% | +67.2% | -72.1% | -9.1% |
| 1Y | +20.6% | +98.0% | -77.4% | +13.5% |
| 3Y | +4.9% | +237.2% | -232.2% | -9.6% |
| All | -37.7% | +258.1% | -295.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling