+33.3%
SPGI vs SOXQ
+231.9%
-198.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +1.7% |
| 7D | +1.2% | +8.2% | -6.9% | -0.2% |
| 30D | +15.9% | -13.2% | +29.1% | +18.3% |
| 3M | +12.3% | -18.5% | +30.8% | +15.6% |
| 6M | +23.7% | -15.4% | +39.1% | +23.3% |
| YTD | -3.5% | +43.6% | -47.1% | -18.1% |
| 1Y | +0.4% | +49.2% | -48.8% | -15.9% |
| 3Y | +29.9% | +190.2% | -160.3% | -20.1% |
| 5Y | +15.2% | +178.2% | -163.0% | -31.5% |
| All | +33.3% | +231.9% | -198.6% | -25.7% |
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 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