-87.2%
ADVB vs SOXQ
+160.4%
-247.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.1% |
| 7D | -3.8% | +2.3% | -6.1% | -4.1% |
| 30D | +17.6% | -2.3% | +19.8% | +17.4% |
| 3M | +119.1% | -13.8% | +132.9% | +123.4% |
| 6M | +103.4% | +48.6% | +54.8% | +74.1% |
| YTD | +59.8% | +66.0% | -6.1% | +28.8% |
| 1Y | +8.5% | +107.9% | -99.3% | -25.0% |
| All | -87.2% | +160.4% | -247.7% | -92.5% |
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