-55.6%
ABCL vs SOXQ
+231.9%
-287.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | +1.0% |
| 7D | -3.3% | +8.2% | -11.5% | -8.2% |
| 30D | -7.1% | -13.2% | +6.0% | +1.4% |
| 3M | +4.7% | -18.5% | +23.3% | +18.2% |
| 6M | +140.9% | -15.4% | +156.3% | +157.8% |
| YTD | +236.0% | +43.6% | +192.4% | +156.9% |
| 1Y | +217.4% | +49.2% | +168.2% | +136.7% |
| 3Y | +188.7% | +190.2% | -1.5% | +37.9% |
| 5Y | -23.5% | +178.2% | -201.7% | -64.0% |
| All | -55.6% | +231.9% | -287.6% | -81.0% |
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 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