+173.1%
GS vs SOXQ
+227.1%
-54.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.6% | -5.7% | +7.3% | +3.8% |
| 30D | +1.7% | -20.5% | +22.1% | +11.0% |
| 3M | -11.6% | -16.6% | +5.0% | -5.7% |
| 6M | -1.9% | -15.0% | +13.1% | +2.0% |
| YTD | +5.1% | +41.5% | -36.4% | -12.4% |
| 1Y | +16.4% | +40.2% | -23.8% | -2.7% |
| 3Y | +199.0% | +183.0% | +16.0% | +79.5% |
| 5Y | +157.4% | +181.3% | -23.9% | +47.4% |
| All | +173.1% | +227.1% | -54.0% | +45.9% |
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 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