+104.4%
DGX vs SOXQ
+286.7%
-182.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.6% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | -1.2% | -4.6% | +3.4% | -0.9% |
| 3M | +15.8% | -10.2% | +25.9% | +16.1% |
| 6M | +18.2% | +49.7% | -31.5% | +13.3% |
| YTD | +37.2% | +67.2% | -30.0% | +30.1% |
| 1Y | +30.4% | +98.0% | -67.7% | +21.2% |
| 3Y | +96.7% | +237.2% | -140.5% | +65.1% |
| 5Y | +67.2% | +261.3% | -194.1% | +33.3% |
| All | +104.4% | +286.7% | -182.2% | +60.4% |
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