+59.4%
SCHD vs SOXQ
+286.7%
-227.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -2.0% | +0.8% | -2.7% | -2.1% |
| 30D | -0.4% | -4.6% | +4.2% | +0.3% |
| 3M | +5.7% | -10.2% | +15.9% | +6.8% |
| 6M | +11.9% | +49.7% | -37.8% | +0.5% |
| YTD | +26.4% | +67.2% | -40.8% | +10.5% |
| 1Y | +27.6% | +98.0% | -70.4% | +6.6% |
| 3Y | +54.9% | +237.2% | -182.2% | +7.8% |
| 5Y | +60.9% | +261.3% | -200.4% | +4.5% |
| All | +59.4% | +286.7% | -227.3% | +2.7% |
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