+108.2%
SPG vs SOXQ
+288.7%
-180.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | 0.0% | +5.3% | -5.3% | -1.3% |
| 30D | -4.9% | -3.7% | -1.2% | -4.2% |
| 3M | +3.3% | -7.8% | +11.1% | +3.9% |
| 6M | +11.2% | +58.4% | -47.2% | -7.0% |
| YTD | +17.1% | +68.1% | -51.1% | -4.5% |
| 1Y | +21.6% | +105.4% | -83.8% | -8.4% |
| 3Y | +111.9% | +239.2% | -127.3% | +23.2% |
| 5Y | +106.9% | +266.9% | -160.0% | +11.8% |
| All | +108.2% | +288.7% | -180.5% | +12.6% |
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