+20.2%
SGOV vs SOXQ
+286.7%
-266.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | 0.0% | +0.8% | -0.7% | 0.0% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +0.9% | -10.2% | +11.1% | +0.9% |
| 6M | +1.8% | +49.7% | -47.8% | +1.9% |
| YTD | +2.5% | +67.2% | -64.7% | +2.5% |
| 1Y | +3.8% | +98.0% | -94.2% | +3.8% |
| 3Y | +14.4% | +237.2% | -222.8% | +14.4% |
| 5Y | +20.2% | +261.3% | -241.1% | +20.2% |
| All | +20.2% | +286.7% | -266.5% | +20.2% |
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