-11.3%
ABT vs SOXQ
+258.1%
-269.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.5% |
| 7D | -5.9% | +0.8% | -6.6% | -5.9% |
| 30D | -8.1% | -4.6% | -3.5% | -7.8% |
| 3M | +14.5% | -10.2% | +24.7% | +15.0% |
| 6M | -6.3% | +49.7% | -56.0% | -12.4% |
| YTD | -17.1% | +67.2% | -84.4% | -23.8% |
| 1Y | -21.4% | +98.0% | -119.4% | -29.8% |
| 3Y | +5.9% | +237.2% | -231.2% | -19.4% |
| All | -11.3% | +258.1% | -269.4% | -36.9% |
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