+55.6%
SCHW vs SOXQ
+279.9%
-224.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.4% |
| 7D | -2.8% | +2.3% | -5.1% | -3.4% |
| 30D | -0.1% | -3.9% | +3.8% | +0.7% |
| 3M | +20.6% | -4.7% | +25.3% | +19.7% |
| 6M | +15.9% | +47.9% | -31.9% | -1.4% |
| YTD | +8.5% | +64.3% | -55.8% | -11.2% |
| 1Y | +17.8% | +95.7% | -77.9% | -9.7% |
| 3Y | +88.5% | +231.5% | -143.0% | +12.0% |
| 5Y | +60.6% | +255.0% | -194.4% | -10.2% |
| All | +55.6% | +279.9% | -224.3% | -13.5% |
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 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