+208.7%
GS vs SOXQ
+290.2%
-81.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +2.4% | +5.2% | -2.8% | +0.3% |
| 30D | -0.1% | -0.5% | +0.5% | 0.0% |
| 3M | +0.2% | -5.6% | +5.8% | +1.1% |
| 6M | +24.8% | +53.0% | -28.2% | +1.8% |
| YTD | +18.8% | +68.8% | -50.0% | -7.2% |
| 1Y | +37.3% | +105.7% | -68.4% | -1.7% |
| 3Y | +237.9% | +240.5% | -2.6% | +89.3% |
| 5Y | +187.0% | +266.8% | -79.7% | +47.5% |
| All | +208.7% | +290.2% | -81.5% | +54.6% |
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 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