+188.9%
GS vs SOXQ
+265.0%
-76.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | +3.4% | +5.3% | -1.9% | +1.2% |
| 30D | +0.2% | -3.7% | +3.9% | +1.6% |
| 3M | -0.3% | -7.8% | +7.5% | +1.6% |
| 6M | +27.4% | +58.4% | -31.0% | +2.3% |
| YTD | +19.6% | +68.1% | -48.5% | -6.4% |
| 1Y | +42.5% | +105.4% | -62.9% | +2.0% |
| 3Y | +240.4% | +239.2% | +1.2% | +90.7% |
| 5Y | +188.9% | +266.9% | -78.0% | +46.2% |
| All | +188.9% | +265.0% | -76.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling