+110.3%
GRMN vs SOXQ
+279.9%
-169.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.8% |
| 7D | -1.8% | +2.3% | -4.1% | -2.5% |
| 30D | -12.1% | -3.9% | -8.2% | -11.1% |
| 3M | +18.0% | -4.7% | +22.7% | +17.5% |
| 6M | +13.7% | +47.9% | -34.2% | -4.6% |
| YTD | +35.3% | +64.3% | -29.0% | +8.8% |
| 1Y | +17.2% | +95.7% | -78.5% | -12.1% |
| 3Y | +179.6% | +231.5% | -51.9% | +59.4% |
| 5Y | +75.6% | +255.0% | -179.4% | -6.8% |
| All | +110.3% | +279.9% | -169.6% | +10.6% |
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