+60.3%
SAP vs SOXQ
+288.7%
-228.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -0.3% | +5.3% | -5.5% | -1.7% |
| 30D | +2.6% | -3.7% | +6.3% | +3.5% |
| 3M | +16.3% | -7.8% | +24.1% | +16.1% |
| 6M | +6.4% | +58.4% | -52.0% | -15.1% |
| YTD | -11.4% | +68.1% | -79.6% | -31.5% |
| 1Y | -20.4% | +105.4% | -125.8% | -43.8% |
| 3Y | +56.5% | +239.2% | -182.7% | -16.2% |
| 5Y | +56.8% | +266.9% | -210.1% | -22.8% |
| All | +60.3% | +288.7% | -228.4% | -22.2% |
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