-55.1%
ABCL vs SOXQ
+243.8%
-299.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | +4.4% | +16.4% | -12.0% | -5.1% |
| 30D | -7.9% | -13.9% | +6.0% | +1.0% |
| 3M | +12.2% | -15.1% | +27.4% | +23.6% |
| 6M | +134.7% | -10.2% | +144.9% | +141.9% |
| YTD | +239.8% | +48.7% | +191.1% | +154.4% |
| 1Y | +192.7% | +48.9% | +143.8% | +119.0% |
| 3Y | +187.6% | +197.4% | -9.8% | +35.5% |
| 5Y | -22.6% | +188.2% | -210.8% | -64.4% |
| All | -55.1% | +243.8% | -299.0% | -81.2% |
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