+105.4%
SPYG vs SOXQ
+279.9%
-174.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | -1.8% | +2.3% | -4.1% | -2.9% |
| 30D | -1.9% | -3.9% | +2.0% | -0.3% |
| 3M | +5.2% | -4.7% | +9.9% | +5.5% |
| 6M | +15.6% | +47.9% | -32.3% | -8.4% |
| YTD | +12.4% | +64.3% | -51.9% | -15.9% |
| 1Y | +17.5% | +95.7% | -78.3% | -20.3% |
| 3Y | +98.1% | +231.5% | -133.4% | -3.1% |
| 5Y | +84.9% | +255.0% | -170.1% | -15.8% |
| All | +105.4% | +279.9% | -174.6% | -8.0% |
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