+78.5%
SGI vs SOXQ
+286.7%
-208.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -4.5% | +0.8% | -5.2% | -4.8% |
| 30D | +4.2% | -4.6% | +8.7% | +6.2% |
| 3M | -7.4% | -10.2% | +2.7% | -4.8% |
| 6M | -15.1% | +49.7% | -64.7% | -33.3% |
| YTD | -24.7% | +67.2% | -91.9% | -44.4% |
| 1Y | -21.8% | +98.0% | -119.8% | -47.9% |
| 3Y | +50.0% | +237.2% | -187.1% | -32.9% |
| 5Y | +48.9% | +261.3% | -212.3% | -39.1% |
| All | +78.5% | +286.7% | -208.1% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling