+1.9%
ALC vs SOXQ
+283.8%
-281.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.5% | -2.9% |
| 7D | -2.1% | +2.3% | -4.4% | -2.6% |
| 30D | -0.1% | -2.3% | +2.2% | +0.2% |
| 3M | +5.9% | -13.8% | +19.7% | +7.9% |
| 6M | -15.9% | +48.6% | -64.5% | -27.2% |
| YTD | -10.1% | +66.0% | -76.1% | -24.9% |
| 1Y | -10.2% | +107.9% | -118.1% | -30.4% |
| 3Y | -13.6% | +224.1% | -237.7% | -45.5% |
| 5Y | -15.1% | +256.6% | -271.7% | -49.4% |
| All | +1.9% | +283.8% | -281.9% | -39.4% |
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