+5.9%
ABT vs SOXQ
+290.2%
-284.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -4.7% | +5.2% | -10.0% | -5.1% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | +16.1% | -5.6% | +21.8% | +15.9% |
| 6M | -5.3% | +53.0% | -58.4% | -11.7% |
| YTD | -14.4% | +68.8% | -83.2% | -21.4% |
| 1Y | -18.4% | +105.7% | -124.1% | -27.5% |
| 3Y | +11.2% | +240.5% | -229.3% | -15.2% |
| 5Y | -9.4% | +266.8% | -276.1% | -35.0% |
| All | +5.9% | +290.2% | -284.3% | -24.9% |
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 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