+0.5%
SPGI vs SOXQ
+251.3%
-250.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -8.9% | +2.3% | -11.2% | -9.4% |
| 30D | +0.6% | -3.9% | +4.6% | +1.3% |
| 3M | +2.0% | -4.7% | +6.7% | +1.1% |
| 6M | +0.1% | +47.9% | -47.8% | -13.4% |
| YTD | -16.4% | +64.3% | -80.7% | -30.2% |
| 1Y | -18.9% | +95.7% | -114.6% | -36.6% |
| 3Y | +13.8% | +231.5% | -217.8% | -31.3% |
| 5Y | +0.5% | +255.0% | -254.5% | -45.1% |
| All | +0.5% | +251.3% | -250.8% | -45.1% |
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 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