+165.3%
GOOG vs SOXQ
+279.9%
-114.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.7% |
| 7D | -2.5% | +2.3% | -4.8% | -3.5% |
| 30D | -3.6% | -3.9% | +0.3% | -2.3% |
| 3M | -6.4% | -4.7% | -1.7% | -6.9% |
| 6M | +7.8% | +47.9% | -40.1% | -15.3% |
| YTD | +5.5% | +64.3% | -58.8% | -21.9% |
| 1Y | +38.3% | +95.7% | -57.4% | -6.9% |
| 3Y | +143.1% | +231.5% | -88.4% | +13.6% |
| 5Y | +135.0% | +255.0% | -120.0% | +1.4% |
| All | +165.3% | +279.9% | -114.6% | +13.1% |
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