-18.9%
SGI vs SOXQ
+111.3%
-130.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.3% |
| 7D | +8.5% | +2.3% | +6.2% | +7.9% |
| 30D | +0.7% | -2.3% | +2.9% | +1.1% |
| 3M | +0.6% | -13.8% | +14.4% | +3.0% |
| 6M | -17.9% | +48.6% | -66.6% | -30.1% |
| YTD | -21.2% | +66.0% | -87.2% | -33.8% |
| 1Y | -18.9% | +107.9% | -126.7% | -37.5% |
| All | -18.9% | +111.3% | -130.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling