+175.0%
GS vs SOXQ
+231.9%
-56.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.7% |
| 7D | +5.9% | +8.2% | -2.3% | +2.4% |
| 30D | +4.3% | -13.2% | +17.5% | +9.8% |
| 3M | -11.7% | -18.5% | +6.9% | -4.9% |
| 6M | -3.2% | -15.4% | +12.3% | +0.9% |
| YTD | +5.8% | +43.6% | -37.8% | -12.4% |
| 1Y | +16.0% | +49.2% | -33.2% | -5.6% |
| 3Y | +199.8% | +190.2% | +9.6% | +78.0% |
| 5Y | +155.5% | +178.2% | -22.7% | +46.9% |
| All | +175.0% | +231.9% | -56.9% | +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