+29.7%
VWO vs SOXQ
+286.7%
-257.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -1.8% | +0.8% | -2.5% | -2.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.2% |
| 3M | +2.2% | -10.2% | +12.4% | +4.6% |
| 6M | +8.8% | +49.7% | -40.9% | -5.5% |
| YTD | +12.4% | +67.2% | -54.9% | -5.7% |
| 1Y | +15.6% | +98.0% | -82.4% | -8.2% |
| 3Y | +62.5% | +237.2% | -174.6% | +5.2% |
| 5Y | +34.3% | +261.3% | -227.0% | -18.8% |
| All | +29.7% | +286.7% | -257.0% | -23.1% |
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 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