+108.7%
SPG vs SOXQ
+251.3%
-142.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | -2.2% | +2.3% | -4.5% | -2.8% |
| 30D | -5.8% | -3.9% | -1.9% | -5.0% |
| 3M | -2.8% | -4.7% | +1.9% | -3.3% |
| 6M | +8.9% | +47.9% | -39.0% | -7.1% |
| YTD | +14.3% | +64.3% | -50.0% | -6.4% |
| 1Y | +19.5% | +95.7% | -76.2% | -8.9% |
| 3Y | +106.9% | +231.5% | -124.7% | +20.1% |
| 5Y | +108.7% | +255.0% | -146.3% | +11.8% |
| All | +108.7% | +251.3% | -142.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling