+255.0%
SOXQ vs SPY
+79.8%
+175.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.6% |
| 7D | +2.3% | -2.0% | +4.3% | +6.0% |
| 30D | -3.9% | -1.7% | -2.3% | -1.0% |
| 3M | -4.7% | +4.7% | -9.5% | -11.3% |
| 6M | +47.9% | +12.5% | +35.4% | +23.0% |
| YTD | +64.3% | +11.7% | +52.6% | +38.9% |
| 1Y | +95.7% | +17.5% | +78.2% | +53.0% |
| 3Y | +231.5% | +76.6% | +154.9% | +38.8% |
| 5Y | +255.0% | +82.0% | +173.0% | +51.3% |
| All | +255.0% | +79.8% | +175.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling