-33.4%
DG vs SOXQ
+288.7%
-322.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -2.5% | +5.3% | -7.7% | -2.7% |
| 30D | +1.0% | -3.7% | +4.7% | +1.2% |
| 3M | +20.3% | -7.8% | +28.1% | +20.5% |
| 6M | -11.7% | +58.4% | -70.1% | -15.3% |
| YTD | -2.3% | +68.1% | -70.5% | -6.8% |
| 1Y | +20.0% | +105.4% | -85.4% | +12.5% |
| 3Y | +7.2% | +239.2% | -232.0% | -7.7% |
| 5Y | -37.9% | +266.9% | -304.8% | -49.8% |
| All | -33.4% | +288.7% | -322.2% | -46.7% |
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