+125.5%
GLD vs SOXQ
+279.9%
-154.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.5% |
| 7D | -3.4% | +2.3% | -5.7% | -3.6% |
| 30D | -1.1% | -3.9% | +2.8% | -0.8% |
| 3M | +5.8% | -4.7% | +10.5% | +5.9% |
| 6M | -17.1% | +47.9% | -64.9% | -19.6% |
| YTD | 0.0% | +64.3% | -64.3% | -3.6% |
| 1Y | +18.2% | +95.7% | -77.5% | +13.0% |
| 3Y | +122.6% | +231.5% | -108.9% | +106.4% |
| 5Y | +137.1% | +255.0% | -117.9% | +113.0% |
| All | +125.5% | +279.9% | -154.4% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling