+24.8%
SPGI vs SOXQ
+283.8%
-258.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -4.9% | -2.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +8.4% | -2.3% | +10.7% | +8.7% |
| 3M | +11.8% | -13.8% | +25.6% | +13.4% |
| 6M | +5.7% | +48.6% | -42.9% | -8.7% |
| YTD | -9.7% | +66.0% | -75.7% | -24.7% |
| 1Y | -12.5% | +107.9% | -120.3% | -32.7% |
| 3Y | +21.8% | +224.1% | -202.3% | -25.4% |
| 5Y | +8.2% | +256.6% | -248.4% | -39.7% |
| All | +24.8% | +283.8% | -258.9% | -31.7% |
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