-17.2%
ABCL vs SOXQ
+177.9%
-195.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | -5.7% | +8.0% | +6.0% |
| 30D | -0.7% | -20.5% | +19.8% | +14.5% |
| 3M | +33.4% | -16.6% | +50.0% | +49.1% |
| 6M | +137.8% | -15.0% | +152.7% | +154.2% |
| YTD | +264.3% | +41.5% | +222.8% | +182.2% |
| 1Y | +209.2% | +40.2% | +169.0% | +140.9% |
| 3Y | +208.4% | +183.0% | +25.5% | +50.7% |
| All | -17.2% | +177.9% | -195.1% | -61.5% |
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