-36.7%
ADVB vs SOXQ
-11.0%
-25.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -0.6% | +43.2% | +42.8% |
| 7D | +74.2% | +16.4% | +57.8% | +68.1% |
| 30D | -35.9% | -13.9% | -22.0% | -35.6% |
| 3M | -56.4% | -15.1% | -41.3% | -56.1% |
| 6M | -36.7% | -10.2% | -26.5% | -33.9% |
| All | -36.7% | -11.0% | -25.7% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling