-55.9%
ABCL vs SOXQ
+283.8%
-339.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -3.2% |
| 7D | +0.7% | +2.3% | -1.6% | -0.8% |
| 30D | +93.1% | -2.3% | +95.3% | +95.0% |
| 3M | +79.4% | -13.8% | +93.2% | +91.9% |
| 6M | +214.9% | +48.6% | +166.3% | +137.0% |
| YTD | +234.2% | +66.0% | +168.2% | +134.6% |
| 1Y | +174.8% | +107.9% | +66.9% | +69.7% |
| 3Y | +104.5% | +224.1% | -119.7% | -8.6% |
| 5Y | -39.0% | +256.6% | -295.6% | -75.7% |
| All | -55.9% | +283.8% | -339.6% | -82.7% |
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