-21.6%
TGT vs SOXQ
+279.9%
-301.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | -5.0% | +2.3% | -7.4% | -5.6% |
| 30D | +3.0% | -3.9% | +6.9% | +3.9% |
| 3M | +22.6% | -4.7% | +27.3% | +21.7% |
| 6M | +31.2% | +47.9% | -16.7% | +11.2% |
| YTD | +63.7% | +64.3% | -0.6% | +33.0% |
| 1Y | +78.5% | +95.7% | -17.2% | +35.4% |
| 3Y | +40.5% | +231.5% | -191.0% | -18.4% |
| 5Y | -25.6% | +255.0% | -280.6% | -60.6% |
| All | -21.6% | +279.9% | -301.5% | -58.9% |
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