+78.0%
SAP vs SOXQ
+231.9%
-153.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +1.2% |
| 7D | +0.6% | +8.2% | -7.5% | -1.4% |
| 30D | +6.5% | -13.2% | +19.7% | +9.6% |
| 3M | +12.2% | -18.5% | +30.8% | +17.0% |
| 6M | +46.1% | -15.4% | +61.5% | +45.1% |
| YTD | -1.6% | +43.6% | -45.2% | -21.7% |
| 1Y | -5.1% | +49.2% | -54.4% | -25.8% |
| 3Y | +68.4% | +190.2% | -121.8% | -7.1% |
| 5Y | +79.4% | +178.2% | -98.8% | -4.3% |
| All | +78.0% | +231.9% | -153.9% | -11.0% |
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