-20.5%
SPGI vs SOXQ
+98.3%
-118.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.4% |
| 7D | -7.4% | +0.8% | -8.2% | -7.3% |
| 30D | +0.4% | -4.6% | +4.9% | -0.3% |
| 3M | +5.3% | -10.2% | +15.4% | +3.8% |
| 6M | +1.7% | +49.7% | -48.0% | +3.0% |
| YTD | -16.4% | +67.2% | -83.6% | -13.4% |
| 1Y | -20.5% | +98.0% | -118.5% | -11.1% |
| All | -20.5% | +98.3% | -118.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling