+56.2%
SAP vs SOXQ
+235.9%
-179.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.3% | +5.2% | -5.5% | -1.1% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +16.9% | -5.6% | +22.5% | +16.0% |
| 6M | +6.3% | +53.0% | -46.7% | -10.2% |
| YTD | -12.4% | +68.8% | -81.2% | -28.9% |
| 1Y | -21.6% | +105.7% | -127.4% | -41.0% |
| All | +56.2% | +235.9% | -179.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling