+39.8%
PEG vs SOXQ
+279.9%
-240.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.2% |
| 30D | -2.8% | -3.9% | +1.2% | -2.4% |
| 3M | -6.9% | -4.7% | -2.2% | -7.0% |
| 6M | -11.4% | +47.9% | -59.3% | -16.9% |
| YTD | -7.4% | +64.3% | -71.7% | -14.5% |
| 1Y | -8.3% | +95.7% | -104.0% | -17.6% |
| 3Y | +31.5% | +231.5% | -200.0% | +7.5% |
| 5Y | +38.0% | +255.0% | -217.0% | +5.9% |
| All | +39.8% | +279.9% | -240.1% | +6.6% |
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