-37.3%
ABCL vs SOXQ
+265.0%
-302.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | +1.4% | +5.3% | -3.9% | -1.7% |
| 30D | +65.1% | -3.7% | +68.8% | +68.1% |
| 3M | +111.1% | -7.8% | +118.9% | +116.5% |
| 6M | +231.6% | +58.4% | +173.2% | +139.7% |
| YTD | +234.5% | +68.1% | +166.4% | +132.8% |
| 1Y | +174.3% | +105.4% | +69.0% | +70.5% |
| 3Y | +111.5% | +239.2% | -127.8% | -8.3% |
| 5Y | -37.3% | +266.9% | -304.2% | -76.0% |
| All | -37.3% | +265.0% | -302.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling