-19.5%
SAP vs SOXQ
+111.3%
-130.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -0.5% |
| 7D | -2.9% | +2.3% | -5.3% | -2.6% |
| 30D | +9.0% | -2.3% | +11.3% | +8.7% |
| 3M | +14.9% | -13.8% | +28.7% | +14.3% |
| 6M | +11.9% | +48.6% | -36.7% | +3.1% |
| YTD | -9.9% | +66.0% | -75.9% | -19.5% |
| 1Y | -19.5% | +107.9% | -127.4% | -30.8% |
| All | -19.5% | +111.3% | -130.9% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling