+56.4%
SAP vs SOXQ
+286.7%
-230.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -4.1% | +0.8% | -4.8% | -4.3% |
| 30D | +1.1% | -4.6% | +5.7% | +2.3% |
| 3M | +26.1% | -10.2% | +36.3% | +27.2% |
| 6M | +9.8% | +49.7% | -39.9% | -10.4% |
| YTD | -13.6% | +67.2% | -80.8% | -33.1% |
| 1Y | -18.7% | +98.0% | -116.7% | -41.7% |
| 3Y | +54.1% | +237.2% | -183.0% | -17.3% |
| 5Y | +54.7% | +261.3% | -206.6% | -23.4% |
| All | +56.4% | +286.7% | -230.3% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling