-32.9%
ACN vs SOXQ
+290.2%
-323.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -6.3% | +5.2% | -11.6% | -7.3% |
| 30D | -1.4% | -0.5% | -0.9% | -1.5% |
| 3M | +2.6% | -5.6% | +8.2% | +1.1% |
| 6M | -14.3% | +53.0% | -67.3% | -29.4% |
| YTD | -33.1% | +68.8% | -101.9% | -47.2% |
| 1Y | -28.8% | +105.7% | -134.5% | -48.3% |
| 3Y | -43.0% | +240.5% | -283.4% | -69.3% |
| 5Y | -44.0% | +266.8% | -310.8% | -72.4% |
| All | -32.9% | +290.2% | -323.1% | -67.0% |
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