-23.5%
ADSK vs SOXQ
+286.7%
-310.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.9% |
| 30D | -14.9% | -4.6% | -10.3% | -13.6% |
| 3M | +3.3% | -10.2% | +13.5% | +4.4% |
| 6M | -15.7% | +49.7% | -65.3% | -37.0% |
| YTD | -28.2% | +67.2% | -95.5% | -50.1% |
| 1Y | -34.5% | +98.0% | -132.6% | -59.3% |
| 3Y | -2.9% | +237.2% | -240.1% | -61.6% |
| 5Y | -25.3% | +261.3% | -286.6% | -72.9% |
| All | -23.5% | +286.7% | -310.1% | -72.9% |
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