+383.8%
SAN vs SOXQ
+251.3%
+132.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | -2.8% | +2.3% | -5.1% | -3.6% |
| 30D | -0.5% | -3.9% | +3.4% | +0.7% |
| 3M | +22.7% | -4.7% | +27.5% | +22.9% |
| 6M | +28.8% | +47.9% | -19.1% | +8.0% |
| YTD | +26.3% | +64.3% | -38.1% | +1.8% |
| 1Y | +48.8% | +95.7% | -46.9% | +11.9% |
| 3Y | +347.2% | +231.5% | +115.7% | +156.7% |
| 5Y | +383.8% | +255.0% | +128.8% | +152.9% |
| All | +383.8% | +251.3% | +132.5% | +152.9% |
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 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