+105.7%
SCHG vs SOXQ
+286.7%
-181.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | 0.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -1.3% | -4.6% | +3.3% | +0.7% |
| 3M | +5.4% | -10.2% | +15.6% | +8.5% |
| 6M | +14.4% | +49.7% | -35.3% | -11.4% |
| YTD | +8.0% | +67.2% | -59.2% | -21.6% |
| 1Y | +12.7% | +98.0% | -85.3% | -25.9% |
| 3Y | +85.6% | +237.2% | -151.6% | -14.8% |
| 5Y | +85.5% | +261.3% | -175.8% | -20.5% |
| All | +105.7% | +286.7% | -181.0% | -13.4% |
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