+202.0%
GLW vs SOXQ
+231.9%
-29.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.9% | -2.0% |
| 7D | +7.7% | +8.2% | -0.4% | +2.5% |
| 30D | -18.8% | -13.2% | -5.7% | -10.4% |
| 3M | -27.7% | -18.5% | -9.2% | -15.9% |
| 6M | -44.4% | -15.4% | -29.0% | -34.7% |
| YTD | +31.3% | +43.6% | -12.3% | +19.1% |
| 1Y | +40.0% | +49.2% | -9.2% | +24.9% |
| 3Y | +339.2% | +190.2% | +149.0% | +181.4% |
| 5Y | +229.2% | +178.2% | +51.0% | +101.6% |
| All | +202.0% | +231.9% | -29.9% | +74.6% |
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