+106.8%
SPG vs SOXQ
+232.9%
-126.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -1.2% | +0.8% | -1.9% | -1.3% |
| 30D | -6.1% | -4.6% | -1.6% | -5.6% |
| 3M | -3.6% | -10.2% | +6.5% | -2.7% |
| 6M | +10.4% | +49.7% | -39.3% | -1.1% |
| YTD | +14.4% | +67.2% | -52.9% | -0.5% |
| 1Y | +16.5% | +98.0% | -81.5% | -3.8% |
| 3Y | +106.8% | +237.2% | -130.4% | +30.7% |
| All | +106.8% | +232.9% | -126.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling