+316.8%
SAN vs SOXQ
+288.7%
+28.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +3.3% | +5.3% | -1.9% | +1.4% |
| 30D | +1.1% | -3.7% | +4.8% | +2.3% |
| 3M | +22.2% | -7.8% | +30.0% | +23.9% |
| 6M | +36.0% | +58.4% | -22.4% | +11.4% |
| YTD | +28.2% | +68.1% | -39.9% | +2.7% |
| 1Y | +54.1% | +105.4% | -51.2% | +14.1% |
| 3Y | +354.2% | +239.2% | +115.0% | +160.1% |
| 5Y | +387.3% | +266.9% | +120.4% | +155.0% |
| All | +316.8% | +288.7% | +28.1% | +116.0% |
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