+45.7%
AA vs SOXQ
+288.7%
-243.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.7% |
| 7D | +1.7% | +5.3% | -3.6% | -1.7% |
| 30D | +3.3% | -3.7% | +7.0% | +5.5% |
| 3M | -29.4% | -7.8% | -21.6% | -27.6% |
| 6M | -12.8% | +58.4% | -71.2% | -39.2% |
| YTD | -2.1% | +68.1% | -70.3% | -34.5% |
| 1Y | +62.8% | +105.4% | -42.6% | -4.9% |
| 3Y | +90.5% | +239.2% | -148.7% | -24.5% |
| 5Y | +19.1% | +266.9% | -247.8% | -60.1% |
| All | +45.7% | +288.7% | -243.1% | -53.1% |
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