+307.6%
GLW vs SOXQ
+283.8%
+23.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +3.5% |
| 7D | +3.8% | +2.3% | +1.4% | +2.3% |
| 30D | -1.3% | -2.3% | +0.9% | +0.5% |
| 3M | -21.8% | -13.8% | -8.0% | -12.1% |
| 6M | +6.9% | +48.6% | -41.7% | -8.9% |
| YTD | +77.2% | +66.0% | +11.2% | +43.8% |
| 1Y | +123.2% | +107.9% | +15.4% | +63.9% |
| 3Y | +400.0% | +224.1% | +175.8% | +190.7% |
| 5Y | +342.8% | +256.6% | +86.2% | +131.9% |
| All | +307.6% | +283.8% | +23.8% | +110.9% |
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